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, [2007], ©2007.
- Supplementary Content
Available Online
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | HG4028.A84 H366 2007 | Off-site |
Details
- Additional Authors
- Description
- vi, 785 pages : illustrations; 24 cm
- Subjects
- Bibliography (note)
- Includes bibliographical references and index.
- Contents
- Ch. 1. Overview of the structured credit markets / Alexander Batchvarov -- Ch. 2. Univariate risk assessment / Arnaud de Servigny and Sven Sandow -- Ch. 3. Univariate credit risk pricing / Arnaud de Servigny and Philippe Henrotte -- Ch. 4. Modeling credit dependency / Arnaud de Servigny -- Ch. 5. Rating migration and assset correlation / Astrid Van Landschoot and Norbert Jobst -- Ch. 6. CDO pricing / Arnaud de Servigny -- Ch. 7. An introduction to the CDO risk management / Norbert Jobst -- Ch. 8. A practical guide to CDO trading risk management / Andrea Petrelli, Jun Zhang, Norbert Jobst and Vivek Kapoor -- Ch. 9. Cash and synthetic CDOs / Olivier Renault -- Ch. 10. The CDO methodologies developed by standard and poor's -- Ch. 11. Recent and not so recent development in synthetic CDOs / Norbert Jobst -- Ch. 12. Residential mortgage-backed securities / Varqa Khadem and Francis Parisi -- Ch. 13. Covered bonds / Arnaud de Servigny and Aymeric Chauve -- Ch. 14. An overview of structured investment vehicles and other special purpose companies / Cristina Polizu -- Ch. 15. Securitizations in Basel II / William Perraudin -- Ch. 16. Secritization in the context of Basel II / Arnaud de Servigny.
- ISBN
- 0071468641 (hardcover : alk. paper)
- 9780071468640 (hardcover : alk. paper)
- LCCN
- 2006028075
- OCLC
- OCM71173805
- 71173805
- SCSB-5927265
- Owning Institutions
- Columbia University Libraries