An edition of The handbook of structured finance
(2007)
The handbook of structured finance
by Arnaud de Servigny and Norbert Jobst
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| Edition | Availability |
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1
The Handbook of Structured Finance
January 22, 2007, McGraw-Hill
in English
0071468641 9780071468640
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The Handbook of Structured Finance
January 22, 2007, McGraw-Hill
Hardcover
in English
- 1 edition
0071468641 9780071468640
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Book Details
Table of Contents
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
Edition Notes
Includes bibliographical references and index
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History
- Created September 28, 2008
- 13 revisions
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| December 28, 2022 | Edited by MARC Bot | import existing book |
| October 31, 2022 | Edited by ImportBot | import existing book |
| December 14, 2020 | Edited by MARC Bot | import existing book |
| October 29, 2020 | Edited by MARC Bot | import existing book |
| September 28, 2008 | Created by ImportBot | Imported from Miami University of Ohio MARC record |