紀錄類型: |
書目-電子資源
: Monograph/item
|
正題名/作者: |
The handbook of structured finance[edited by] Arnaud de Servigny, Norbert Jobst. |
其他作者: |
Servigny, Arnaud de. |
出版者: |
New York :McGraw-Hill,c2007. |
面頁冊數: |
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. |
標題: |
Asset-backed financingHandbooks, manuals, etc. |
電子資源: |
Click for full text (McGrawHill) |
ISBN: |
0071468641 (hbk.) |