The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation - Sylvain Raynes - Books - Oxford University Press Inc - 9780195152739 - September 25, 2003
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Sylvain Raynes
The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation

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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 September 25, 2003
ISBN13 9780195152739
Publishers Oxford University Press Inc
Pages 464
Dimensions 165 × 239 × 26 mm   ·   793 g
Language English  

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