Analysis of Structured Securities

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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 gr...
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83.99 £ * Old Price 139.80 £
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 gr...
Read more
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  • Formats: epub
  • ISBN: 9780199882366
  • Publication Date: 25 Sept 2003
  • Publisher: Oxford University Press
  • Product language: English
  • Drm Setting: DRM