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Quantitative Assessment of Securitisation Deals - SpringerBriefs in Finance Francesca Campolongo 2013 edition
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Quantitative Assessment of Securitisation Deals - SpringerBriefs in Finance
Francesca Campolongo
The book draws on current research on model risk and parameter sensitivity of securitisation ratings. The text introduces a novel global rating approach that takes the uncertainty in the ratings into account when assigning ratings to securitisation products.
120 pages, 4 black & white illustrations, 28 colour illustrations, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | September 6, 2012 |
| ISBN13 | 9783642297205 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 112 |
| Dimensions | 234 × 159 × 8 mm · 204 g |
| Language | German |
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