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The Handbook of Structured Finance by Arnaud de Servigny — book cover

The Handbook of Structured Finance

by Arnaud de Servigny
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Overview

The Handbook of Structured Finance presents a comprehensive overview of quantitative techniques needed to measure and manage risks, determine optimum pricing, take advantage of leverage and market inefficiencies, and understand the full-range of products and regulations. Written by two structured finance experts and a team of international contributors, this reference will enable you to: Tailor risk and returns of products for specific investors such as buy-and-hold, arbitrage-driven investors, and hedge-funds, Utilize appropriate risk-mitigation strategies depending on the relevant investment strategis depending on the relevant investment horizon, Understand and price the various instruments under the risk-neutral measure, Employ risk measurement techniques such as ratings, and "the Greeks in structured deals. This on-target financial tool also provides you with a detailed account of Standard & Poor's exclusive techniques in structured finance, and reviews the newest research and methods for credit derivative modeling.

Synopsis

Structured finance is a $2 trillion market used by all major institutional investors Both authors are highly regarded structured finance experts from Standard & Poor’s Features Standard & Poor’s exclusive techniques in default risk models and cash-flow models

About the Author, Arnaud de Servigny

Arnaud de Servigny is head of Quantitative Analytics for Standard & Poor's.

Norbert Jobst is head of Portfolio

Research in Structured Finance for Standard & Poor’s.

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Book Details

Published
January 22, 2007
Publisher
McGraw-Hill Companies, The
Pages
500
ISBN
9780071508841

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