Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance) - Image 1

£29.46

Springer Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance)

Name: Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance)
Brand: Springer
Price: 38.47 GBP
Availability: InStock

Professional Finance

Price History & Forecast

Last 88 days • 88 data points

Historical

Generating forecast...

Price Distribution

Price distribution over 88 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £38 (87 days, 98.9%)

Price range: £29 - £38

Price levels: 2 different prices over 88 days

Description

The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be used to better analyse and to enhance the understanding of the uncertainties inherent in ratings due to uncertainty in the input parameters. The text introduces a novel global rating approach that takes the uncertainty in the ratings into account when assigning ratings to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 364229720X
Category: Books > Subjects > Business, Finance & Law > Professional Finance
Domain: Amazon UK
Release Date: 06 September 2012
Listed Since: 23 March 2012

Barcode

No barcode data available

Springer Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance)

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Securitization Economics: Deconstructing the Economic Foundations of Asset Securitization (Springer Texts in Business and Economics)

Springer Securitization Economics - Business and Economics Text

International Securitisation: The scope, development and future outlook for asset-backed finance (Finance and Capital Markets Series)

Securitization Law and Practice: In the Face of the Credit Crunch (International Banking & Finance Law Series): 08 (International Banking and Finance Law)

Securitization : The Financial Instrument of the Future

Introduction to Securitization: 174 (Frank J. Fabozzi Series)

Structured Credit Products: Pricing, Rating, Risk Management and Basel II

Securitization: Structuring and Investment Analysis: 219 (Wiley Finance)

Securitization: Past, Present and Future - Palgrave Macmillan

Credit Risk Pricing Models: Theory and Practice (Springer Finance)

Innovation in Securitisation: Yearbook (International Banking & Finance Law) (International Banking, Finance and Economic Law Series Set)

Credit Risk: Modeling, Valuation and Hedging (Springer Finance)

Credit Risk Mitigation and Synthetic Securitization: Law and Regulation

Credit Risk Management: Pricing, Measurement, and Modeling

Credit-Risk Modelling: Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python

Saddlepoint Approximation Methods in Financial Engineering (SpringerBriefs in Quantitative Finance)

Credit Risk Management: Pricing, Measurement, and Modeling

Concentration Risk in Credit Portfolios (EAA Series)

Credit Risk: Modeling, Valuation and Hedging (Springer Finance)

The Price of Fixed Income Market Volatility (Springer Finance)

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes

Structured Finance: Techniques, Products and Market

Modern Credit Risk Management: Theory and Practice

Credit Derivatives Pricing Models: Models, Pricing and Implementation: 235 (The Wiley Finance Series)