The Analysis of Structured Securities
By:Sylvain Raynes,Ann Rutledge
Published on 2003 by Oxford University Press on Demand
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.
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Book ID of The Analysis of Structured Securities's Books is rKfmCwAAQBAJ, Book which was written bySylvain Raynes,Ann Rutledgehave ETAG "EztauwEnea8"
Book which was published by Oxford University Press on Demand since 2003 have ISBNs, ISBN 13 Code is 9780195152739 and ISBN 10 Code is 0195152735
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