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" Elements of structured finance / "
Ann Rutledge, Sylvain Raynes
| Document Type
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BL
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| Record Number
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623739
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| Doc. No
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dltt
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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, Sylvain Raynes
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| Page. NO
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vi, 682 pages :: illustrations ;; 25 cm
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| ISBN
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9780195179989
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: 0195179986
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| Notes
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Includes indexes
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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: operational issues -- Static structuring analysis: the basic model of debt repackaging -- Piecing the credit together -- Asset side analysis -- Liability side analysis -- Static approaches to revolving mode structured securities -- Simulation and valuation -- Analysis of prepayment-sensitive structured securities / by Nenad Ilincic -- PACs and TACs -- Issues in intermediate cash flow modeling -- Nonlinear convergence technique -- The way of the deal -- Data analysis -- Non-stationary markov chains and cash flows -- Recovery modeling -- Covariance matrix simulation and random numbers -- Assembling the building blocks of the cash flow model -- Liability modeling -- Triggers -- The valuation of structured securities -- Introduction to revolving periods -- Special topics in structured finance -- Epilogue
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| Subject
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Finance
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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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