The handbook of structured finance /
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| Imprint: | New York : McGraw-Hill, c2007. |
|---|---|
| Description: | 1 online resource (vi, 785 p. : ill.) |
| Language: | English |
| Series: | McGraw Hill professional McGraw Hill professional. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/8533472 |
Table of Contents:
- 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.
