The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation
Language: English
Published by Oxford University Press Inc, 2003
- Hardcover
- Used

Seller: World of Books Inc, Montgomery, IL, U.S.A.World of Books Inc
AbeBooks seller since March 23, 2026
Condition: Used - Good
US$ 74.39
Quantity: 1 available
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The Analysis of Structured Securities presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities. It begins with a detailed description and critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. The book then proposes a single replacement paradigm capable of granular, dynamic results. It offers extensive guidance on using numerical methods in cash flow modeling, as well as a groundbreaking section on trigger optimization. Casework on applying the method to automobile ABS, CDOs-of-ABS and aircraft-lease securitizations is also presented. This book is essential reading for practitioners who seek higher precision, efficiency and control in managing their structured exposures.
Seller Inventory # CIN0195152735G
- Title
- The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation
- Author
- Sylvain Raynes
- Publisher
- Oxford University Press Inc
- Publication year
- 2003
- Condition
- Good
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0195152735
- ISBN 13
- 9780195152739
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World of Books Inc
Montgomery, IL, U.S.A.
AbeBooks seller since March 23, 2026
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