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Elements of structured finance / Ann Rutledge and Sylvain Raynes ; with special contribution by Nenad Ilincic.

By: Contributor(s): Material type: TextTextPublisher: Oxford ; New York : Oxford University Press, 2010Description: vi, 682 pages : illustrations ; 25 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0195179986
  • 9780195179989
Subject(s): DDC classification:
  • 332 22
LOC classification:
  • HG101 .R88 2010
Contents:
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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Includes index.

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.

Machine converted from AACR2 source record.

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