The Handbook of Structured Finance

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The Handbook of Structured Finance

Edited by Arnaud de Servigny · Norbert Jobst
McGraw Hill January 2007

Specifications

ISBN-13
9780071468640
Publisher
McGraw Hill
Publication
January 2007
Format
Hardback , 500 pages
Jurisdiction
International ? Countri(es) for reference only

Details

  • Structured finance is a $2 trillion market used by all major institutional investors
  • Both authors are highly regarded structured finance experts from Standard & Poor's
  • Features Standard & Poor's exclusive techniques in default risk models and cash-flow models

Table of Contents

1: Overview of Markets and Trends

2: Measuring Risk on a Univariate Basis

3: Pricing CDS Spreads and Assessing Risk

4: Measuring Dependence Under the Empirical Measure

5: Measuring Dependence Under the Risk Neutral Measure

6: Key Strategies in Structured Finance

7: A Practical Guide to CDO/Structured Product Risk Management

8: Standard & Poor's Techniques in Structured Finance: Default Risk Portfolio Models

9: Standard & Poor's Techniques in Structured Finance: Cash-Flow Modeling

10: Structured Finance Products and Regulation

11: The New Debt/Equity Modeling Frontier

12: New Products in Structured Finance/Credit
 

About the Author

Arnaud de Servigny is head of Quantitative Analytics for Standard & Poor's.

Norbert Jobst is head of Portfolio Research in Structured Finance for Standard & Poor's.

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