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Elements of structured finance / Ann Rutledge, Sylvain Raynes.

By: Contributor(s): Material type: TextTextPublication details: Oxford ; New York : Oxford University Press, c2010.Description: vi, 682 p. : ill. ; 25 cmISBN:
  • 9780195179989 (cloth : alk. paper)
Subject(s): DDC classification:
  • 332 RUT P10E
Contents:
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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Holdings
Item type Current library Home library Call number Status Date due Barcode
Books Books NIRDPR LIBRARY 2 Rack - A, Ground Floor NIRDPR LIBRARY 332 RUT P10E (Browse shelf(Opens below)) Available 106218

Includes indexes.

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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