The handbook of structured finance /

Servigny, Arnaud de

The handbook of structured finance / Arnaud de Servigny, Norbert Jobst. - New York, United States : McGraw-Hill, c.2007. - vi, 785 p. : charts, forms, tables ; 24 cm.

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.

0071468641 (hardcover : alk. paper) 9780071468640 (hardcover : alk. paper)


Asset-backed financing--Handbooks, manuals, etc.
Mortgage-backed securities--Handbooks, manuals, etc.
Credit--Management--Handbooks, manuals, etc.
Risk management--Handbooks, manuals, etc.

--Reading book

332.632044 / SER