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The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation Sylvain Raynes
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The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation
Sylvain Raynes
Presents a defensible framework for systematic assessment of the credit quality of structured securities. This book begins with a critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. Then, it proposes a single replacement paradigm capable of granular results.
462 pages, numerous figures and tables
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | October 23, 2003 |
| ISBN13 | 9780195152739 |
| Publishers | Oxford University Press Inc |
| Pages | 464 |
| Dimensions | 165 × 239 × 26 mm · 807 g |
| Language | English |
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