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eISBN : 9780199720651

Sommaire : Part 1. Intermediate Structured Analysis

1. Elements of Securitization Law
2. Elements of Securitization Accounting
3. Deconstructing the Corporation
4. BOTE : the Static Valuation Model
5. Piecing the Credit Together
6. Analysis of Asset Side Cash Flows
7. Analysis of Liability Side Cash Flows
8. Static Analysis of Revolving Structures
9. Monte Carlo Valuation
10. Introduction to Prepayment Modeling
11. PACs
12. Intermediate Cash Flow Modeling
13. Nonlinear Convergence

Part 2. Advanced Structured Analysis

Introduction preamble
14. The Dao of Dealing
15. Data Analysis
16. Markov Chains
17. Recovery Modeling
18. Covariance Matrices and Laplace Transform Methods
19. Cash Flow Model : Building Blocks
20. Cash Flow Model : Advanced Liabilities
21. Triggers
22. The Valuation of Structured Securities
23. Revolving Periods
24.Special Topics

Langue : Anglais

Lieu d'édition : OXFORD

Illustration(s) : Schémas ; Tableau(x)

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque