The handbook of structured finance / Arnaud de Servigny, Norbert Jobst.Material type: TextPublication details: New York, United States : McGraw-Hill, c.2007.Description: vi, 785 p. : charts, forms, tables ; 24 cmISBN:
- 0071468641 (hardcover : alk. paper)
- 9780071468640 (hardcover : alk. paper)
- 332.632044 22 SER
|Item type||Current library||Collection||Call number||Vol info||Status||Date due||Barcode||Item holds|
|Reference (NB)||Central Library Ground Floor||Baccah||332.632044 SER (Browse shelf(Opens below))||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.