Research Catalog

The handbook of structured finance

Title

The handbook of structured finance / [edited by] Arnaud de Servigny, Norbert Jobst.

Publication

New York : McGraw-Hill, c2007.

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Status	Format	Access	Call Number	Item Location
Request for On-site Use Request Scan Available - Can be used on site. Please visit New York Public Library - Schwarzman Building to submit a request in person.	Text	Use in library	JBE 14-147	Schwarzman Building - General Research Room 315

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Description

vi, 785 p. : ill.; 24 cm.

Subjects

Bibliography (note)

Includes bibliographical references and index.

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.

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