ISBN: 9780195152739 - the analysis of structured securities: precise risk measurement and capital allocation (6 Ergebnisse)

Hardback. Zustand: Good. 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. …

Hardcover. Zustand: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.

hardcover. Zustand: New. In shrink wrap. Looks like an interesting title.

Zustand: New.

Zustand: As New. Unread book in perfect condition.

Zustand: New. Presents a defensible framework for systematic assessment of the credit quality of structured securities. This book begins with a critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. Then, it proposes a single replacement paradigm capable of granular results. Num Pages: 464 pages, numerous figures and tables. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 242 x 165 x 29. Weight in Grams: 807. . 2003. Illustrated. hardcover. . . . . Books ship from the US and Ireland.…