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Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance)

Francesca Campolongo, Henrik Jönsson, Wim Schoutens




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 | #4136361 in Books |  2012-09-06 | Original language:English | PDF # 1 |  9.25 x.32 x6.10l,.45 | File type: PDF | 112 pages

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The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be used to better analyse and to enhance the understanding of the uncertainties inherent in ratings due to uncertainty in the input parameters. The text introduces a novel global rating approach that takes the u...

You can specify the type of files you want, for your gadget.Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance)   |  Francesca Campolongo, Henrik Jönsson, Wim Schoutens. I really enjoyed this book and have already told so many people about it!

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