Elements of structured finance /
Rutledge, Ann.
Raynes, Sylvain.
Oxford ; New York : Oxford University Press,
2010.
Elements of securitization law -- Elements of securitization accounting -- Deconstructing the corporation -- BOTE : the static valuation model -- Piecing the credit together -- Analysis of asset-side cash flows -- Analysis of liability-side cash flows -- Static analysis of revolving structures -- Monte Carlo simulation -- Introduction to prepayment modeling -- PACs -- Intermediate cash flow modeling -- Nonlinear convergence -- The Dao of dealing -- Data analysis -- Markov chains -- Recovery modeling -- Covariance matrices and laplace transform methods -- Cash flow model : building blocks -- Cash flow model : advanced liabilities -- Triggers -- The valuation of structured securities -- Revolving periods -- Special topics.
Includes bibliographical references and index.
Finance.