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" Elements of structured finance / "
Ann Rutledge and Sylvain Raynes ; with special contribution by Nenad Ilincic.
Document Type
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BL
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Record Number
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103173
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Doc. No
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b60633
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Main Entry
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Rutledge, Ann.
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Title & Author
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Elements of structured finance /\ Ann Rutledge and Sylvain Raynes ; with special contribution by Nenad Ilincic.
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Publication Statement
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Oxford ;New York :: Oxford University Press,, 2010.
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Page. NO
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vi, 682 p. :: ill. ;; 25 cm.
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ISBN
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9780195179989 (cloth : alk. paper)
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: 0195179986 (cloth : alk. paper)
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Bibliographies/Indexes
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Includes bibliographical references and index.
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Contents
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Elements of securitization law -- Elements of securitization accounting -- Deconstructing the corporation -- BOTE : the static valuation model -- Piecing the credit together -- Analysis of asset-side cash flows -- Analysis of liability-side cash flows -- Static analysis of revolving structures -- Monte Carlo simulation -- Introduction to prepayment modeling -- PACs -- Intermediate cash flow modeling -- Nonlinear convergence -- The Dao of dealing -- Data analysis -- Markov chains -- Recovery modeling -- Covariance matrices and laplace transform methods -- Cash flow model : building blocks -- Cash flow model : advanced liabilities -- Triggers -- The valuation of structured securities -- Revolving periods -- Special topics.
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Subject
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Finance.
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Dewey Classification
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332
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LC Classification
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HG101.R88 2010
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Added Entry
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Raynes, Sylvain.
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