Coverart for item
The Resource Quantitative assessment of securitisation deals, Francesca Campolongo, Henrik Jönsson, Wim Schoutens ; foreword by Anneli Peshkoff and Guido Bichisao

Quantitative assessment of securitisation deals, Francesca Campolongo, Henrik Jönsson, Wim Schoutens ; foreword by Anneli Peshkoff and Guido Bichisao

Label
Quantitative assessment of securitisation deals
Title
Quantitative assessment of securitisation deals
Statement of responsibility
Francesca Campolongo, Henrik Jönsson, Wim Schoutens ; foreword by Anneli Peshkoff and Guido Bichisao
Creator
Contributor
Subject
Language
eng
Summary
The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be used to better analyse and to enhance the understanding of the uncertainties inherent in ratings due to uncertainty in the input parameters. The text introduces a novel global rating approach that takes the uncertainty in the ratings into account when assigning ratings to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorDate
1970-
http://library.link/vocab/creatorName
Campolongo, Francesca
Dewey number
332.63/2
Illustrations
illustrations
Index
index present
Language note
English
LC call number
HG4028.A84
LC item number
C36 2013eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Jönsson, Henrik
  • Schoutens, Wim
Series statement
SpringerBriefs in finance,
http://library.link/vocab/subjectName
  • Securities
  • Securities industry
  • Asset-backed financing
  • Asset-backed financing
  • Financial risk management
  • Mathematics
  • Finance
  • BUSINESS & ECONOMICS
  • Science économique
  • Affaires
  • Asset-backed financing
  • Asset-backed financing
  • Finance
  • Financial risk management
  • Mathematics
  • Securities
Label
Quantitative assessment of securitisation deals, Francesca Campolongo, Henrik Jönsson, Wim Schoutens ; foreword by Anneli Peshkoff and Guido Bichisao
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Part 3.
  • Model Risk and Parameter Sensitivity
  • Model Risk and Parameter Sensitivity
  • Global Sensitivity Analysis for ABS
  • Part 4.
  • Summary and Conclusions
  • Summary
  • Part 1.
  • Introduction
  • Introduction to Asset-Backed Securities
  • Cashflow Modelling
  • Part 2.
  • Modelling Defaults and Prepayments
  • Deterministic Models
  • Stochastic Models
Control code
810144366
Dimensions
unknown
Extent
1 online resource (xxi, 112 pages)
File format
unknown
Form of item
online
Isbn
9783642297205
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-29721-2
Other physical details
illustrations (some color)
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)810144366
Label
Quantitative assessment of securitisation deals, Francesca Campolongo, Henrik Jönsson, Wim Schoutens ; foreword by Anneli Peshkoff and Guido Bichisao
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Part 3.
  • Model Risk and Parameter Sensitivity
  • Model Risk and Parameter Sensitivity
  • Global Sensitivity Analysis for ABS
  • Part 4.
  • Summary and Conclusions
  • Summary
  • Part 1.
  • Introduction
  • Introduction to Asset-Backed Securities
  • Cashflow Modelling
  • Part 2.
  • Modelling Defaults and Prepayments
  • Deterministic Models
  • Stochastic Models
Control code
810144366
Dimensions
unknown
Extent
1 online resource (xxi, 112 pages)
File format
unknown
Form of item
online
Isbn
9783642297205
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-29721-2
Other physical details
illustrations (some color)
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)810144366

Library Locations

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      38.944491 -92.326012
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