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The Analysis of Structured Securities

By: Sylvain Raynes (Author) , Ann Rutledge (Author)

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Ksh 30,700.00

Format: Hardback or Cased Book

ISBN-13: 9780195152739

Publisher: Oxford University Press Inc

Publication Date: Oct 23rd, 2003

Weight: 807 grams

Dimension: 24.20 x 16.50 x 2.90 cms

Category: Investment & securities

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Presents a defensible framework for systematic assessment of the credit quality of structured securities. This book begins with a critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. Then, it proposes a single replacement paradigm capable of granular results.

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