The Handbook of Structured Finance

Arnaud de Servigny, Norbert Jobst - Collection Standards & Poor's

785 pages, parution le 07/03/2007

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Résumé

Stay On Top of Every Major Issue in the Structured Finance Market and Learn Powerful New Models for Identifying, Measuring, Pricing, and Monitoring Your Deals

The Handbook of Structured Finance is a complete guide to the major issues facing investors in the structured finance market. Comprehensive and accessible, it provides the latest techniques for measuring and managing risk, finding optimum pricing, and taking advantage of leverage and market incompleteness, as well as models for debt and equity modeling.

L'auteur - Arnaud de Servigny

Arnaud de Servigny est ingénieur civil des Ponts et Chaussées, titulaire d'un DEA de finance, docteur ès sciences économiques. II est responsable mondial de l'ingénierie financière chez Standard & Poor's.

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L'auteur - Norbert Jobst

Norbert Jobst is head of Portfolio. Research in Structured Finance for Standard & Poor's.

Sommaire

Overview of the Structured Credit Market
Univariate Risk Assessment
Univariate Credit Risk Pricing
Modelling Credit Depency
Rating Migration and Asset Correlation
CDO Pricing
An Introduction to the CDO Risk Management
A Practical Guide to CDO Trading Risk Management
Cash and Synthetic CDOs
The CDO Methodologies Developed by Standard and Poor's
Recent and Not So Recent Developments in Synthetic CDOs
Residential Mortgage-Backed Securities
Covered Bonds
An Overview of Structured Investment Vehicles and Other Special Purpose Companies
Securitizations in Basel II
Secritization in the Context of Basel II

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Mc Graw Hill
Auteur(s)	Arnaud de Servigny, Norbert Jobst
Collection	Standards & Poor's
Parution	07/03/2007
Nb. de pages	785
Format	16 x 23,5
Couverture	Relié
Poids	1212g
Intérieur	Noir et Blanc
EAN13	9780071468640
ISBN13	978-0-07-146864-0