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January 29, 2010 | History

Elements of structured finance 1 edition

Elements of structured finance
Ann Rutledge

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Elements of structured finance
Ann Rutledge, Sylvain Raynes.

Published 2009 by Oxford University Press in Oxford, New York .
Written in English.

Table of Contents

Elements of securitization law
Elements of securitization accounting
Deconstructing the corporation: operational issues
Static structuring analysis: the basic model of debt repackaging
Piecing the credit together
Asset side analysis
Liability side analysis
Static approaches to revolving mode structured securities
Simulation and valuation
Analysis of prepayment-sensitive structured securities / by Nenad Ilincic
PACs and TACs
Issues in intermediate cash flow modeling
Nonlinear convergence technique
The way of the deal
Data analysis
Non-stationary markov chains and cash flows
Recovery modeling
Covariance matrix simulation and random numbers
Assembling the building blocks of the cash flow model
Liability modeling
Triggers
The valuation of structured securities
Introduction to revolving periods
Special topics in structured finance
Epilogue.

Edition Notes

Includes index.

Classifications

Dewey Decimal Class
332
Library of Congress
HG101 .R88 2009

The Physical Object

Pagination
p. cm.

ID Numbers

Open Library
OL23079074M
ISBN 13
9780195179989
LC Control Number
2009003123

History

Download catalog record: RDF / JSON
January 29, 2010 Edited by WorkBot add more information to works
December 11, 2009 Created by WorkBot add works page