Lien ebook : https://search-ebscohost-com.ezproxy.univ-catholille.fr/logi...

eISBN : 9780071508841

Sommaire : Contents

Contributeurs : Alexander Batchvarov, Sven Sandow, Philippe Henrotte, Astrid Van Landschoot, Andrea Petrelli, Jun Zhang, Vivek Kapoor, Olivier Renault, Varqa Khadem, Francis Parisi, Aymeric Chauve, Cristina Polizu, William Perraudin

INTRODUCTION
Chapter 1. Overview of the Structured Credit Markets
Chapter 2. Univariate Risk Assessment
Chapter 3. Univariate Credit Risk Pricing
Chapter 4. Modeling Credit Dependency
Chapter 5. Rating Migration and Assset Correlation
Chapter 6. CDO Pricing
Chapter 7. An Introduction to the CDO Risk Management
Chapter 8. A Practical Guide to CDO Trading Risk Management
Chapter 9. Cash and Synthetic CDOs
Chapter 10. The CDO Methodologies Developed by Standard
and Poor's
Chapter 11. Recent and Not So Recent Developments in Synthetic
CDOs
Chapter 12. Residential Mortgage-Backed Securities
Chapter 13. Covered Bonds
Chapter 14. An Overview of Structured Investment Vehicles and Other
Special Purpose Companies
Chapter 15. Securitizations in Basel II
Chapter 16. Securitization in the Context of Basel II

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque