MARC Record from Miami University of Ohio

LEADER: 02340cam 2200313 a 4500
001 ocm71173805
005 20070412085613.0
008 060823s2007 nyua bf 001 0 eng
010 $a2006028075
020 $a0071468641 (hardcover : alk. paper)
020 $a9780071468640 (hardcover : alk. paper)
040 $aDLC$cDLC$dBAKER$dC#P$dYDXCP$dYDX$dBTCTA
049 $aMIAA
050 00 $aHG4028.A84$bH366 2007
245 04 $aThe handbook of structured finance /$c[edited by] Arnaud de Servigny, Norbert Jobst
260 $aNew York :$bMcGraw-Hill,$cc2007
300 $avi, 785 p. :$bill. ;$c24 cm
505 0 $aOverview 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
504 $aIncludes bibliographical references and index
650 0 $aAsset-backed financing$vHandbooks, manuals, etc
650 0 $aMortgage-backed securities$vHandbooks, manuals, etc
650 0 $aCredit$xManagement$vHandbooks, manuals, etc
650 0 $aRisk management$vHandbooks, manuals, etc
700 1 $aServigny, Arnaud de
700 1 $aJobst, Norbert Josef
907 $a.b35198758$b08-31-07$c04-12-07
998 $akngl$b05-04-07$cm$da$e-$feng$gnyu$h4$i1
947 $akmf upd
945 $g1$i35054030189480$j0$lkngli$nreceipt time 05-04-2007/1/9:10:43 AM/9:11:02 AM/9:11:35 AM/9:11:41 AM $o-$p$0.00$q-$r-$s-$t0$u2$v3$w0$x0$y.i44494142$z05-04-07