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Finance - General & Miscellaneous
The Handbook of Structured Finance, Chapter 4 - Modeling Credit Dependency by Arnaud de Servigny β€” book cover

The Handbook of Structured Finance, Chapter 4 - Modeling Credit Dependency

by Arnaud de Servigny, Norbert Jobst
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Overview

This chapter comes from the book The Handbook of Structured Finance, a complete guide to the major issues facing investors in the structured finance market. Comprehensive and accessible, it provides the latest techniques for measuring and managing risk, finding optimum pricing, and taking advantage of leverage and market incompleteness, as well as models for debt and equity modeling.

Synopsis

This chapter comes from the book The Handbook of Structured Finance, a complete guide to the major issues facing investors in the structured finance market. Comprehensive and accessible, it provides the latest techniques for measuring and managing risk, finding optimum pricing, and taking advantage of leverage and market incompleteness, as well as models for debt and equity modeling.

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Book Details

Published
January 22, 2007
Publisher
McGraw-Hill Companies, The
Pages
82
ISBN
9780071715713

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