The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation

Idioma: inglés

Editorial: Oxford University Press Inc, 2003

0195152735 / 9780195152739

Librería: World of Books Inc, Montgomery, IL, Estados Unidos de AmericaWorld of Books Inc

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Descripción del artículo del vendedor

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.

N° de ref. del artículo CIN0195152735G

Título
The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation
Autor
Sylvain Raynes
Editorial
Oxford University Press Inc
Año de publicación
2003
Estado
Good
Encuadernación
Hardback
Idioma
inglés
ISBN 10
0195152735
ISBN 13
9780195152739

World of Books Inc

Montgomery, IL, Estados Unidos de America

Vendedor de 4 estrellas

Vendedor de AbeBooks desde 23 de marzo de 2026

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Founded in 2002, World of Books is a leading online destination for buying and selling both preloved and new books, committed to making sustainable reading accessible to all. With a mission to help people read more and waste less, World of Books offers a huge range of affordable, high-quality books — giving both new and preloved titles a second life. The company also operates World of Books – Sell Your Books, an easy-to-use platform that allows customers to trade in unwanted books for cash, helping to keep books in circulation while promoting sustainability. As a Certified B Corp, World of Books is driven by a vision to become the world’s largest and most sustainable dedicated online bookstore. The company measures its success through the positive environmental impact it creates, the value it provides to customers, and its ability to operate profitably while supporting its sustainable mission

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Montgomery, IL Estados Unidos de America 60538