Arnaud De Servigny, Norbert Jobst

The Hndbk Structured Finance

Herausgeber: Jobst, Norbert; De Servigny, Arnaud

• Gebundenes Buch

Produktbeschreibung

Stay On Top of Every Major Issue in the Structured Finance Marketand Learn Powerful New Models for Identifying, Measuring, Pricing, and Monitoring Your Deals The Handbook of Structured Finance is a complete guide to themajor issues facing investors in the structured finance market.Comprehensive and accessible, it provides the latest techniquesfor measuring and managing risk, finding optimum pricing, andtaking advantage of leverage and market incompleteness, as wellas models for debt and equity modeling.

Produktdetails

• Standard & Poor's
• Verlag: McGraw-Hill Professional
• Seitenzahl: 500
• Erscheinungstermin: 12. Februar 2007
• Englisch
• Abmessung: 235mm x 161mm x 47mm
• Gewicht: 1215g
• ISBN-13: 9780071468640
• ISBN-10: 0071468641
• Artikelnr.: 21120188

Autorenporträt

McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide

Inhaltsangabe

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