Can I read Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance) on EtoBox?

Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance) by Francesca Campolongo, Henrik Jönsson, Wim Schoutens (auth.) is a nonfiction available to read on EtoBox.

What is Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance) about?

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. Erscheinungsdatum: 06.09.2012

Who reads Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance)?

Author

Francesca Campolongo, Henrik Jönsson, Wim Schoutens (auth.)

Publisher

Springer-Verlag Berlin Heidelberg

Published

2013

Language

EN

ISBN

9783642297205

Category

nonfiction

Subjects

Finance, Mathematics, Management