Name: The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation (en Inglés)
SKU: 19522773
Price: 228490.00 CLP
Availability: InStock
Author: Sylvain Raynes; Ann Rutledge

portada The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation (en Inglés)

The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation (en Inglés)

Formato

Libro Físico

Editorial

Oxford University Press

Autor

Sylvain Raynes; Ann Rutledge

Año

2003

Idioma

Inglés

N° páginas

462

Encuadernación

Tapa Dura

ISBN

0195152735

ISBN13

9780195152739

N° edición

Categorías

Finanzas

The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation (en Inglés)

Sylvain Raynes; Ann Rutledge (Autor) · Oxford University Press · Tapa Dura

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Reseña del libro "The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation (en Inglés)"

The Analysis of Structured Securities presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities. It begins with a detailed description and critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. The book then proposes a single replacement paradigm capable of granular, dynamic results. It offers extensive guidance on using numerical methods in cash flow modeling, as well as a groundbreaking section on trigger optimization. Casework on applying the method to automobile ABS, CDOs-of-ABS and aircraft-lease securitizations is also presented. This book is essential reading for practitioners who seek higher precision, efficiency and control in managing their structured exposures.