Home Home >
Reference >
Business & economics >
The Analysis of Structured Securities

The Analysis of Structured Securities

Precise Risk Measurement and Capital Allocation

Sylvain Raynes, Ann Rutledge

Oxford University Press
Publication date : 2003-09-25

Voir les informations d'accessibilité

Add to basket

£51,68

Download | LCP DRM 🛈 Adobe DRM 🛈

Streaming

Add to my wish list

Louise Reader

Read on Louise Reader App.

Get £7.75 by recommending this book

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.

Les livres numériques peuvent être téléchargés depuis l'ebookstore Numilog ou directement depuis une tablette ou smartphone.

PDF : format reprenant la maquette originale du livre ; lecture recommandée sur ordinateur et tablette
EPUB : format de texte repositionnable ; lecture sur tous supports (ordinateur, tablette, smartphone, liseuse)

Votre support de lecture	Format	Protection	Application
Ordinateur	-EPUB -PDF	DRM Adobe LCP	Lecture en ligne (streaming) Adobe Digital Editions(DRM Adobe) Thorium Reader (LCP)
Tablette et smartphone iOS / Android	EPUB PDF	LCP DRM Adobe	Application Louise Reader : IOS / Android(ne lit pas les fichiers protégés par Adobe DRM) Adobe Digital Edition : IOS/Android(Lit uniquement la DRM Adobe)
Liseuse	EPUB	DRM Adobe	Module de lecture de la liseuse
Liseuse Diva	EPUB	LCP DRM Adobe	Module de lecture de la liseuse Diva

Consultez l’aide pour en savoir plus.

About the book

Author

Sylvain Raynes , Ann Rutledge

Imprint

Oxford University Press

Collection

n.c

Publication date

2003-09-25

Pages

n.c

Print ISBN

9780195152739

Language

English

Ebook informations

EAN PDF

9780198034834

Price

£51.68

Copy count 0

Print count 0

File size 2611 Ko

Informations accessibility

EAN EPUB

9780199882366

Price

£53.16

Copy count 0

Print count 0

File size 14848 Ko

Informations accessibility

Compatibility

To check the compatibility with your devices,
see help page

About author(s)

Sylvain Raynes

Ann Rutledge

Sylvain Raynes and Ann Rutledge are the Founding Principles of R & R Consulting, a structured finance consultancy dedicated to advising issuers, investors, intermediaries, non-profit corporations, and regulatory bodies in credit risk management and structured financial techniques using fine-grained analytical methods. In July 2001, their paper "Measures of Credit Losses: A Precise Method for Calculating Risk-adjusted Return on capital" was selected for presentation by the IAFE.

You may also be interested in...