£29.46

Springer Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance)

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£38.46 £28.56 £30.72 £32.88 £35.04 £37.20 £39.36 17 March 2026 27 March 2026 06 April 2026 16 April 2026 27 April 2026

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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

Format
paperback
Domain
Amazon UK
Release Date
06 September 2012
Listed Since
23 March 2012

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