The Analysis of Structured Securities
Precise Risk Measurement and Capital Allocation
Presents a defensible framework for systematic assessment of the credit quality of structured securities. This book begins with a critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. Then, it proposes a single replacement paradigm capable of granular results.
Specificaties
| ISBN/EAN | 9780195152739 |
| Auteur | Sylvain Raynes |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Gebonden in harde band |
| Pagina's | 464 |
| Lengte | |
| Breedte |