| Record ID | marc_columbia/Columbia-extract-20221130-013.mrc:70149053:3034 |
| Source | marc_columbia |
| Download Link | /show-records/marc_columbia/Columbia-extract-20221130-013.mrc:70149053:3034?format=raw |
LEADER: 03034pam a22003854a 4500
001 6074004
005 20221121233737.0
008 060823t20072007nyua bf 001 0 eng
010 $a 2006028075
020 $a0071468641 (hardcover : alk. paper)
020 $a9780071468640 (hardcover : alk. paper)
035 $a(OCoLC)OCM71173805
035 $a(OCoLC)71173805
035 $a(NNC)6074004
035 $a6074004
040 $aDLC$cDLC$dBAKER$dC#P$dOrLoB-B
050 00 $aHG4028.A84$bH366 2007
082 00 $a332.63/2044$222
245 04 $aThe handbook of structured finance /$c[edited by] Arnaud de Servigny, Norbert Jobst.
260 $aNew York :$bMcGraw-Hill,$c[2007], ©2007.
300 $avi, 785 pages :$billustrations ;$c24 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
504 $aIncludes bibliographical references and index.
505 00 $gCh. 1.$tOverview of the structured credit markets /$rAlexander Batchvarov -- $gCh. 2.$tUnivariate risk assessment /$rArnaud de Servigny and Sven Sandow -- $gCh. 3.$tUnivariate credit risk pricing /$rArnaud de Servigny and Philippe Henrotte -- $gCh. 4.$tModeling credit dependency /$rArnaud de Servigny -- $gCh. 5.$tRating migration and assset correlation /$rAstrid Van Landschoot and Norbert Jobst -- $gCh. 6.$tCDO pricing /$rArnaud de Servigny -- $gCh. 7.$tAn introduction to the CDO risk management /$rNorbert Jobst -- $gCh. 8.$tA practical guide to CDO trading risk management /$rAndrea Petrelli, Jun Zhang, Norbert Jobst and Vivek Kapoor -- $gCh. 9.$tCash and synthetic CDOs /$rOlivier Renault -- $gCh. 10.$tThe CDO methodologies developed by standard and poor's -- $gCh. 11.$tRecent and not so recent development in synthetic CDOs /$rNorbert Jobst -- $gCh. 12.$tResidential mortgage-backed securities /$rVarqa Khadem and Francis Parisi -- $gCh. 13.$tCovered bonds /$rArnaud de Servigny and Aymeric Chauve -- $gCh. 14.$tAn overview of structured investment vehicles and other special purpose companies /$rCristina Polizu -- $gCh. 15.$tSecuritizations in Basel II /$rWilliam Perraudin -- $gCh. 16.$tSecritization in the context of Basel II /$rArnaud de Servigny.
650 0 $aAsset-backed financing$vHandbooks, manuals, etc.
650 0 $aMortgage-backed securities$vHandbooks, manuals, etc.
650 0 $aCredit$xManagement$vHandbooks, manuals, etc.$0http://id.loc.gov/authorities/subjects/sh2009122264
650 0 $aRisk management$vHandbooks, manuals, etc.$0http://id.loc.gov/authorities/subjects/sh2010111074
700 1 $aServigny, Arnaud de.$0http://id.loc.gov/authorities/names/n2003107598
700 1 $aJobst, Norbert Josef.$0http://id.loc.gov/authorities/names/no2007011728
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/toc/ecip0619/2006028075.html
856 42 $3Contributor biographical information$uhttp://www.loc.gov/catdir/enhancements/fy0668/2006028075-b.html
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0668/2006028075-d.html
852 00 $boff,bus$hHG4028.A84$iH366 2007