000 02203cam a2200313 a 4500
001 14514224
005 20141201142052.0
008 060823t2007 xxuadk frbf 001 0 eng d
010 _a2006028075
020 _a0071468641 (hardcover : alk. paper)
020 _a9780071468640 (hardcover : alk. paper)
040 _aDLC
_cDLC
_dBAKER
_dC#P
_dYDXCP
_dYDX
_dDLC
_dEG-ScBUE
082 0 0 _a332.632044
_222
_bSER
100 1 _aServigny, Arnaud de
_936729
245 1 4 _aThe handbook of structured finance /
_cArnaud de Servigny, Norbert Jobst.
260 _aNew York, United States :
_bMcGraw-Hill,
_cc.2007.
300 _avi, 785 p. :
_bcharts, forms, tables ;
_c24 cm.
500 _aIndex : p. 765-785.
504 _aBibliography : p. 759-764.
505 0 _aOverview 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.
650 0 _aAsset-backed financing
_vHandbooks, manuals, etc.
_936730
650 0 _aMortgage-backed securities
_vHandbooks, manuals, etc.
_936731
650 0 _aCredit
_xManagement
_vHandbooks, manuals, etc.
_936732
650 0 _aRisk management
_vHandbooks, manuals, etc.
_936733
653 _bBUSADM
_cDecember2014
655 _vreading book
_934232
700 1 _aJobst, Norbert Josef
_936734
942 _2ddc
_k332.632044 SER
999 _c18694
_d18666