Handbook of structured finance / [edited by] Arnaud de Servigny, Norbert Jobst.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 0071468641 (hardcover : alk. paper)
- 9780071468640 (hardcover : alk. paper)
- 332.632044 HAN 22
Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
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H.T. Parekh Library | GSB Collection | 332.632044 HAN (Browse shelf(Opens below)) | Available | B2792 |
BW/138/ 80$
Includes bibliographical references and index.
Overview of the structured credit markets by Alexander Batchvarov -- Univariate risk assessment by Arnaud de Servigny and Sven Sandow -- Univariate credit risk pricing by Arnaud de Servigny and Philippe Henrotte -- Modeling credit dependency by Arnaud de Servigny -- Rating migration and asset correlation by Astrid van Landschoot and Norbert Jobst -- CDO pricing by Arnaud de Servigny -- An introduction to CDO risk management by Norbert Jobst -- A practical guide to CDO trading risk management by Andrea Petrelli ... [et al.] -- Cash and synthetic CDOs by Olivier Renault -- The CDO methodologies developed by Standard and Poor's -- Recent and not so recent developments in synthetic CDOs by Norbert Jobst -- Residential mortgage-backed securities by Varqa Khadem and Francis Parisi -- Covered bonds by Arnaud de Servigny and Aymeric Chauve -- An overview of structured investment vehicles and other special purpose companies by Cristina Polizu -- Securitizations in Basel ll by William Perraudin -- Securitization in the context of Basel ll by Arnaud de Servigny.
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