The Analysis of Structured Securities

Precise Risk Measurement and Capital Allocation

Business & Finance, Finance & Investing, Finance, Investments & Securities
Cover of the book The Analysis of Structured Securities by Sylvain Raynes, Ann Rutledge, Oxford University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Sylvain Raynes, Ann Rutledge ISBN: 9780199882366
Publisher: Oxford University Press Publication: September 25, 2003
Imprint: Oxford University Press Language: English
Author: Sylvain Raynes, Ann Rutledge
ISBN: 9780199882366
Publisher: Oxford University Press
Publication: September 25, 2003
Imprint: Oxford University Press
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Oxford University Press

Cover of the book A History of US: The New Nation by Sylvain Raynes, Ann Rutledge
Cover of the book Spirits Rejoice! by Sylvain Raynes, Ann Rutledge
Cover of the book Theological Incorrectness by Sylvain Raynes, Ann Rutledge
Cover of the book Buddhists, Hindus and Sikhs in America by Sylvain Raynes, Ann Rutledge
Cover of the book Evangelical Christianity and Democracy in Africa by Sylvain Raynes, Ann Rutledge
Cover of the book Walden by Sylvain Raynes, Ann Rutledge
Cover of the book Comprehensive Handbook of Childhood Cancer and Sickle Cell Disease by Sylvain Raynes, Ann Rutledge
Cover of the book Introduction to Risk Calculation in Genetic Counseling by Sylvain Raynes, Ann Rutledge
Cover of the book The Birth of Modern Politics by Sylvain Raynes, Ann Rutledge
Cover of the book The Reactionary Mind by Sylvain Raynes, Ann Rutledge
Cover of the book The Central Nervous System by Sylvain Raynes, Ann Rutledge
Cover of the book War From the Ground Up by Sylvain Raynes, Ann Rutledge
Cover of the book When Government Helped by Sylvain Raynes, Ann Rutledge
Cover of the book Judicial Review of National Security by Sylvain Raynes, Ann Rutledge
Cover of the book Fibromyalgia by Sylvain Raynes, Ann Rutledge
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy