The handbook of structured finance
Arnaud de Servigny; Norbert Jobst [eds.]
| Year of publication: |
c 2007
|
|---|---|
| Other Persons: | Servigny, Arnaud de (contributor) ; Jobst, Norbert (contributor) |
| Publisher: |
New York, NY [u.a.] : McGraw-Hill |
| Subject: | Strukturiertes Produkt | Structured product | Finanzprodukt | Financial product | Verbriefung | Securitization | Derivat | Derivative | Asset-Backed Securities | Asset-backed securities | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Finanzmathematik | Mathematical finance | Kreditmarkt | Quantitative Methode |
| Description of contents: | Table of Contents [gbv.de] ; Description [loc.gov] ; Description [loc.gov] |
| Published items: |
16 hits in ECONIS - Online Catalogue of the ZBW
|
| Extent: | VI, 785 S. graph. Darst. 24 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Sammelwerk ; Collection of articles of several authors ; Handbuch ; Handbook |
| Language: | English |
| Notes: | Includes bibliographical references and index. - Enth. 16 Beitr. 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 |
| ISBN: | 0-07-146864-1 ; 978-0-07-146864-0 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003361570