INTRODUCTION v# g4 G5 N* _2 Z# ~7 P! c" x
Chapter 14 G( D3 y p; I* N3 z1 p/ _7 i
Overview of the Structured Credit Markets by
/ z$ v0 [* E! C3 x! c( o Alexander Batchvarov 1
; r& Q; s W, a; Z" r Chapter 25 f* y' x, w( K" y+ K* M) C5 A/ Y
Univariate Risk Assessment by Arnaud de Servigny and; l& l- N" d& l7 L
Sven Sandow 29( n; Y% G9 r* B% \/ }, I
Chapter 3
$ v9 R# H1 I! i5 Q Univariate Credit Risk Pricing by Arnaud de Servigny and# {* T8 n0 i8 D( ]8 Y
Philippe Henrotte 91) {0 F# X3 v) \% c' J& ?% z
Chapter 4
* ^$ ?8 o/ D L# e+ N: V Modeling Credit Dependency by Arnaud de Servigny 137& T8 u4 \6 L* L: x4 G- c
Chapter 5
$ m( X4 S- |* Q% k! L5 [ Rating Migration and Assset Correlation by
. a8 s; ^# A6 P9 E2 a( ^2 P Astrid Van Landschoot and Norbert Jobst 217
2 S$ H0 w6 H$ @- ~9 v3 i, ]" I& | Chapter 6
( }) N( a; K$ `' T! g CDO Pricing by Arnaud de Servigny 239* P, k) R7 m$ O3 T# E P; ~* b/ X
Chapter 77 h8 U, e+ i2 q, E6 c: L: T/ F% O
An Introduction to the CDO Risk Management by6 ?8 |+ J: ^- Y$ {9 G6 X
Norbert Jobst 295
, `3 D& g' ]+ Y. s Chapter 8
2 S- }8 x" M* r3 t8 `* t4 N A Practical Guide to CDO Trading Risk Management by! C6 h! r2 J+ w; d
Andrea Petrelli, Jun Zhang, Norbert Jobst, and1 M4 W& V2 k, T) }; ^: ~' A
Vivek Kapoor 339: _ t: Q0 r& M+ U6 \7 u) Z z
Chapter 9
+ a; S2 v% ^) ?& N4 L; V Cash and Synthetic CDOs by Olivier Renault 373
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For more information about this title, click here
& ?* h X6 D9 N A Chapter 10) ?$ s+ ]0 ?/ r% |
The CDO Methodologies Developed by Standard
{! i, e! I5 L6 n and Poor’s 3977 M% v4 S4 O: r0 y1 j5 x
Chapter 11
+ M1 C. I, r8 a" W. ]# x) z Recent and Not So Recent Developments in Synthetic
$ B" h! s# [" c0 J; i9 o CDOs by Norbert Jobst 4658 Y2 R/ J4 w" |5 Z R0 W& ]
Chapter 128 X0 k p" ~, t' l0 E, K
Residential Mortgage-Backed Securities by Varqa Khadem and
" {9 |( R1 J2 [1 k Francis Parisi 543! C4 T. D& |& p) @! j/ m/ f$ ]
Chapter 13' c+ M3 n: l H; ?
Covered Bonds by Arnaud de Servigny and1 h- `: u8 ^) W. E6 c
Aymeric Chauve 593* L( S7 J! y+ Q# B2 H# k
Chapter 149 \- Q& ~! y1 H" P
An Overview of Structured Investment Vehicles and Other; P* z' S4 f6 u) G o( g
Special Purpose Companies by Cristina Polizu 6218 B- h. k$ Y! E8 f$ Q
Chapter 15
* o+ o2 C) ?* k( L" I! `6 @ Securitizations in Basel II by William Perraudin 675
4 C! [+ M3 r4 G6 C# D Chapter 163 R. x$ E. ?$ y8 J H
Secritization in the Context of Basel II by" f3 v7 t" M0 n" b" I2 Z/ p
Arnaud de Servigny 697! J( e/ G [& i$ R. w7 [9 _
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