The handbook of structured finance
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 correl...
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| Weitere Verfasser: | , |
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| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
New York, NY u.a.
McGraw-Hill
c 2007
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| Schlagworte: |
Strukturiertes Produkt
> Finanzprodukt
> Verbriefung
> Derivat
> Asset-Backed Securities
> Kreditrisiko
> Risikomanagement
> Finanzmathematik
> Asset-backed financing
> Mortgage-backed securities
> Credit
> Management
> Risk management
> Asset-backed securities
> Handbuch
> Kreditmarkt
> Quantitative Methode
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| Online Zugang: | Inhaltsverzeichnis Contributor biographical information Publisher description |
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Tag hinzufügen | Zusammenfassung: | 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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| Beschreibung: | Includes bibliographical references and index. - Enth. 16 Beitr |
| Beschreibung: | VI, 785 S. graph. Darst. 24 cm |
| ISBN: | 0071468641 0-07-146864-1 9780071468640 978-0-07-146864-0 |