000 | 02203cam a2200313 a 4500 | ||
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001 | 14514224 | ||
005 | 20141201142052.0 | ||
008 | 060823t2007 xxuadk frbf 001 0 eng d | ||
010 | _a2006028075 | ||
020 | _a0071468641 (hardcover : alk. paper) | ||
020 | _a9780071468640 (hardcover : alk. paper) | ||
040 |
_aDLC _cDLC _dBAKER _dC#P _dYDXCP _dYDX _dDLC _dEG-ScBUE |
||
082 | 0 | 0 |
_a332.632044 _222 _bSER |
100 | 1 |
_aServigny, Arnaud de _936729 |
|
245 | 1 | 4 |
_aThe handbook of structured finance / _cArnaud de Servigny, Norbert Jobst. |
260 |
_aNew York, United States : _bMcGraw-Hill, _cc.2007. |
||
300 |
_avi, 785 p. : _bcharts, forms, tables ; _c24 cm. |
||
500 | _aIndex : p. 765-785. | ||
504 | _aBibliography : p. 759-764. | ||
505 | 0 | _aOverview of the structured credit markets by Alexander Batchvarov-Univariate risk assessment by Arnaud de Servigny and Sven Sandow-Univariate credit risk pricing by Arnaud de Servigny and Philippe Henrotte-Modeling credit dependency by Arnaud de Servigny-Rating migration and asset correlation by Astrid van Landschoot and Norbert Jobst-CDO pricing by Arnaud de Servigny-An introduction to CDO risk management by Norbert Jobst-A practical guide to CDO trading risk management by Andrea Petrelli ... [et al.]-Cash and synthetic CDOs by Olivier Renault-The CDO methodologies developed by Standard and Poor's-Recent and not so recent developments in synthetic CDOs by Norbert Jobst-Residential mortgage-backed securities by Varqa Khadem and Francis Parisi-Covered bonds by Arnaud de Servigny and Aymeric Chauve-An overview of structured investment vehicles and other special purpose companies by Cristina Polizu-Securitizations in Basel ll by William Perraudin-Securitization in the context of Basel ll by Arnaud de Servigny. | |
650 | 0 |
_aAsset-backed financing _vHandbooks, manuals, etc. _936730 |
|
650 | 0 |
_aMortgage-backed securities _vHandbooks, manuals, etc. _936731 |
|
650 | 0 |
_aCredit _xManagement _vHandbooks, manuals, etc. _936732 |
|
650 | 0 |
_aRisk management _vHandbooks, manuals, etc. _936733 |
|
653 |
_bBUSADM _cDecember2014 |
||
655 |
_vreading book _934232 |
||
700 | 1 |
_aJobst, Norbert Josef _936734 |
|
942 |
_2ddc _k332.632044 SER |
||
999 |
_c18694 _d18666 |