Mendeley出力
＜図書＞
The analysis of structured securities : precise risk measurement and capital allocation
| 責任表示 | Sylvain Raynes and Ann Rutledge |
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| データ種別 | 図書 |
| 出版情報 | New York : Oxford University Press , 2003 |
| 本文言語 | 英語 |
| 大きさ | xii, 449 p. : ill. ; 24 cm |
| 概要 | 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 descrip...ion 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. 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 自動書庫 | 338.1/R 19 | 2003 |
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110012022602547 |
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書誌詳細
| 一般注記 | Includes bibliographical references and index |
|---|---|
| 著者標目 | *Raynes, Sylvain Rutledge, Ann |
| 件 名 | LCSH:Securities LCSH:Asset-backed financing LCSH:Mortgage-backed securities LCSH:Investment analysis |
| 分 類 | NDC9:338.1 LCC:HG4521 DC21:332.63/2044 |
| 書誌ID | 1001767244 |
| ISBN | 0195152735 |
| NCID | BA64056359 |
| 巻冊次 | ISBN:0195152735 |
| 登録日 | 2023.03.06 |
| 更新日 | 2023.03.06 |