Name: The Handbook of Structured Finance
Brand: McGraw Hill
SKU: 9780071468640
Price: 1300.00 HKD
Availability: OutOfStock
Author: Arnaud de Servigny; Norbert Jobst
ISBN: 9780071468640

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

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