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The handbook of structured finance / Arnaud de Servigny, Norbert Jobst.

By: Servigny, Arnaud de.
Contributor(s): Jobst, Norbert Josef.
Material type: materialTypeLabelBookPublisher: 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
Contents:
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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Item type Current location Collection Call number Vol info Status Date due Barcode Item holds
Reference (NB) Reference (NB) Central Library
Ground Floor
Baccah 332.632044 SER (Browse shelf) 20677 Not for loan 000037075
Total holds: 0

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.

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