Elements of structured finance

by Rutledge, Ann

Type Book

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Title Statements

Full title :Elements of structured finance / Ann Rutledge, Sylvain Raynes.

Edition Statements

Publication Date:2009.

Publication Statements

Publisher(s):Oxford University Press
Place of Publication:Oxford
Language:eng
Publication Date:2009.

Notes

Includes index.

The Physical Object

Description:682 pages ; : 24 cm

Edition Identifiers

ISBN:9780195179989, 0195179986
oclc:ocn960198943
LC Classification:HG101
Dewey Decimal:A332

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.