The Handbook of Structured Finance

by Arnaud de Servigny, Norbert Jobst

Overview

Structured finance is a $2 trillion market used by all major institutional investors

Both authors are highly regarded structured finance experts from Standard & Poor’s

Features Standard & Poor’s exclusive techniques in default risk models and cash-flow models

Product Details

ISBN-13:	9780071508841
Publisher:	McGraw Hill LLC
Publication date:	02/14/2007
Sold by:	Barnes & Noble
Format:	eBook
Pages:	500
File size:	13 MB
Note:	This product may take a few minutes to download.

About the Author

Arnaud de Servigny is head of Quantitative Analytics for Standard & Poor's.

Norbert Jobst is head of PortfolioResearch in Structured Finance for Standard & Poor’s.

Table of Contents

1: Overview of Markets and Trends

2: Measuring Risk on a Univariate Basis

3: Pricing CDS Spreads and Assessing Risk

4: Measuring Dependence Under the Empirical Measure

5: Measuring Dependence Under the Risk Neutral Measure

6: Key Strategies in Structured Finance

7: A Practical Guide to CDO/Structured Product Risk Management

8: Standard&Poor's Techniques in Structured Finance: Default Risk Portfolio Models

9: Standard&Poor's Techniques in Structured Finance: Cash-Flow Modeling

10: Structured Finance Products and Regulation

11: The New Debt/Equity Modeling Frontier

12: New Products in Structured Finance/Credit