Elements of structured finance
By: Ann Rutledge, Sylvain Raynes.
Contributors: Raynes, Sylvain.
Publisher: Oxford University Press
Published: 2009
Place of publication: Oxford; New York
Language: eng
ISBN-13: 9780195179989
Subjects: Finance
Notes: Includes index.
Table of contents: title: Elements of securitization law; title: Elements of securitization accounting; title: Deconstructing the corporation: operational issues; title: Static structuring analysis: the basic model of debt repackaging; title: Piecing the credit together; title: Asset side analysis; title: Liability side analysis; title: Static approaches to revolving mode structured securities; title: Simulation and valuation; title: Analysis of prepayment-sensitive structured securities / by Nenad Ilincic; title: PACs and TACs; title: Issues in intermediate cash flow modeling; title: Nonlinear convergence technique; title: The way of the deal; title: Data analysis; title: Non-stationary markov chains and cash flows; title: Recovery modeling; title: Covariance matrix simulation and random numbers; title: Assembling the building blocks of the cash flow model; title: Liability modeling; title: Triggers; title: The valuation of structured securities; title: Introduction to revolving periods; title: Special topics in structured finance; title: Epilogue.