MARC Record from Library of Congress

LEADER: 02430cam a2200325 a 4500
001 2006028075
003 DLC
005 20071023081119.0
008 060823s2007 nyua bf 001 0 eng
010 $a 2006028075
020 $a0071468641 (hardcover : alk. paper)
020 $a9780071468640 (hardcover : alk. paper)
035 $a(OCoLC)ocm71173805
040 $aDLC$cDLC$dBAKER$dC#P$dYDXCP$dYDX$dDLC
050 00 $aHG4028.A84$bH366 2007
082 00 $a332.63/2044$222
245 04 $aThe handbook of structured finance /$c[edited by] Arnaud de Servigny, Norbert Jobst.
260 $aNew York :$bMcGraw-Hill,$cc2007.
300 $avi, 785 p. :$bill. ;$c24 cm.
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.
504 $aIncludes bibliographical references and index.
650 0 $aAsset-backed financing$vHandbooks, manuals, etc.
650 0 $aMortgage-backed securities$vHandbooks, manuals, etc.
650 0 $aCredit$xManagement$vHandbooks, manuals, etc.
650 0 $aRisk management$vHandbooks, manuals, etc.
700 1 $aServigny, Arnaud de.
700 1 $aJobst, Norbert Josef.
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/toc/ecip0619/2006028075.html
856 42 $3Contributor biographical information$uhttp://www.loc.gov/catdir/enhancements/fy0668/2006028075-b.html
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0668/2006028075-d.html