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Item Details
| Title:
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THE ANALYSIS OF STRUCTURED SECURITIES
PRECISE RISK MEASUREMENT AND CAPITAL ALLOCATION |
| By: |
Sylvain Raynes, Ann Rutledge |
| Format: |
Hardback |
| List price:
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£112.50 |
| Our price: |
£98.44 |
| Discount: |
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| You save:
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£14.06 |
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| ISBN 10: |
0195152735 |
| ISBN 13: |
9780195152739 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
OXFORD UNIVERSITY PRESS INC |
| Pub. date: |
1 September, 2003 |
| Pages: |
462 |
| Description: |
The Analysis of Structured Securities presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities. It begins with a detailed description and critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. The book then proposes a single replacement paradigm capable of granular, dynamic results. It offers extensive guidance on usingnumerical methods in cash flow modeling, as well as a groundbreaking section on trigger optimization. Casework on applying the method to automobile ABS, CDOs-of-ABS and aircraft-lease securitizations is also presented. This book is essential reading for practitioners who seek higher precision, efficiency andcontrol in managing their structured exposures. |
| Synopsis: |
The Analysis of Structured Securities presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities. It begins with a detailed description and critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. The book then proposes a single replacement paradigm capable of granular, dynamic results. It offers extensive guidance on using numerical methods in cash flow modeling, as well as a groundbreaking section on trigger optimization. Casework on applying the method to automobile ABS, CDOs-of-ABS and aircraft-lease securitizations is also presented. This book is essential reading for practitioners who seek higher precision, efficiency and control in managing their structured exposures. |
| Illustrations: |
numerous figures and tables |
| Publication: |
US |
| Imprint: |
Oxford University Press Inc |
| Returns: |
Returnable |
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