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Title The handbook of structured finance [electronic resource] / [edited by] Arnaud de Servigny, Norbert Jobst
Imprint New York : McGraw-Hill, c2007
book jacket
Descript vi, 785 p. : ill. 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
Note Includes bibliographical references and index
McGraw-Hill
Subject Asset-backed financing -- Handbooks, manuals, etc
Mortgage-backed securities -- Handbooks, manuals, etc
Credit -- Management -- Handbooks, manuals, etc
Risk management -- Handbooks, manuals, etc
Electronic books. local
Alt Author Servigny, Arnaud de
Jobst, Norbert Josef
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