The handbook of structured finance / Arnaud de Servigny, Norbert Jobst.
Material type:
- 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 |
---|---|---|---|---|---|---|---|---|
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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.
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