The handbook of structured finance / Arnaud de Servigny, Norbert Jobst.
By: Servigny, Arnaud de.
Contributor(s): Jobst, Norbert Josef.Material type: BookPublisher: New York, United States : McGraw-Hill, c.2007Description: vi, 785 p. : charts, forms, tables ; 24 cm.ISBN: 0071468641 (hardcover : alk. paper); 9780071468640 (hardcover : alk. paper).Subject(s): Asset-backed financing -- Handbooks, manuals, etc | Mortgage-backed securities -- Handbooks, manuals, etc | Credit -- Management -- Handbooks, manuals, etc | Risk management -- Handbooks, manuals, etc | BAEPS, Business Administration December2014Genre/Form: -- Reading bookDDC classification: 332.632044
|Item type||Current location||Collection||Call number||Vol info||Status||Date due||Barcode||Item holds|
|Reference (NB)||Central Library Ground Floor||Baccah||332.632044 SER (Browse shelf)||20677||Not for loan||000037075|
Index : p. 765-785.
Bibliography : p. 759-764.
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.