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Quantitative Assessment of Securitisation Deals - SpringerBriefs in Finance Francesca Campolongo 2013 edition
Quantitative Assessment of Securitisation Deals - SpringerBriefs in Finance
Francesca Campolongo
The book draws on current research on model risk and parameter sensitivity of securitisation ratings. The text introduces a novel global rating approach that takes the uncertainty in the ratings into account when assigning ratings to securitisation products.
120 pages, 4 black & white illustrations, 28 colour illustrations, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 6 de septiembre de 2012 |
| ISBN13 | 9783642297205 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 112 |
| Dimensiones | 234 × 159 × 8 mm · 204 g |
| Lengua | Alemán |