Quantitative Assessment of Securitisation Deals

Language: English

Published by Springer Spektrum, 2012

364229720X / 9783642297205

Series: Book 3 of 30 - SpringerBriefs in Finance

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9783642297205

Title
Quantitative Assessment of Securitisation Deals
Author
Francesca Campolongo
Publisher
Springer Spektrum
Publication year
2012
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
364229720X
ISBN 13
9783642297205
Item weight
219 grams
Dimensions
235x155x8 mm
Series
Book 3 of 30: SpringerBriefs in Finance

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item7 to 10 business days5 to 7 business days
First itemUS$ 39.84US$ 51.22
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Das Unternehmen AHA-BUCH GmbH: Seit der Gründung von AHA-BUCH im Juli 2005 ist unser Hauptziel, zufriedenen Kunden so schnell und so preisgünstig wie möglich ihren Bücherwunsch zu erfüllen. Unsere Firma beschäftigt 16 Mitarbeiter, die nur ein Ziel kennen: den Kunden und seine Wünsche! Auf über 3700 m2 Fläche haben wir über 100.000 Bücher, Modernes Antiquariat und Spiele auf Lager.

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AHA-BUCH GmbH

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Einbeck, Germany 37574