The handbook of structured finance
By: [edited by] Arnaud de Servigny, Norbert Jobst
Contributors: Servigny, Arnaud de; Jobst, Norbert Josef
Publisher: McGraw-Hill
Published: 2007
Place of publication: New York
Language: eng
Number of pages: 785
ISBN-13: 9780071468640
Subjects: Asset-backed financing -- Handbooks, manuals, etc; Mortgage-backed securities -- Handbooks, manuals, etc; Credit -- Management -- Handbooks, manuals, etc; Risk management -- Handbooks, manuals, etc
Genres: Handbooks, manuals, etc
Notes: Includes bibliographical references and index
Table of contents: title: Overview of the structured credit markets by Alexander Batchvarov; title: Univariate risk assessment by Arnaud de Servigny and Sven Sandow; title: Univariate credit risk pricing by Arnaud de Servigny and Philippe Henrotte; title: Modeling credit dependency by Arnaud de Servigny; title: Rating migration and asset correlation by Astrid van Landschoot and Norbert Jobst; title: CDO pricing by Arnaud de Servigny; title: An introduction to CDO risk management by Norbert Jobst; title: A practical guide to CDO trading risk management by Andrea Petrelli ... [et al.]; title: Cash and synthetic CDOs by Olivier Renault; title: The CDO methodologies developed by Standard and Poor's; title: Recent and not so recent developments in synthetic CDOs by Norbert Jobst; title: Residential mortgage-backed securities by Varqa Khadem and Francis Parisi; title: Covered bonds by Arnaud de Servigny and Aymeric Chauve; title: An overview of structured investment vehicles and other special purpose companies by Cristina Polizu; title: Securitizations in Basel ll by William Perraudin; title: Securitization in the context of Basel ll by Arnaud de Servigny