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helps to stay on top of various major issues in the structured finance market & learn models for identifying, measuring, pricing, & monitoring your deals. this guide deals with major issues facing investors in the structured finance market. it provides the techniques for measuring & managing risk & finding optimum pricing.
Ch. 1 Overview of the structured credit markets by Alexander Batchvarov 1Ch. 2 Univariate risk assessment by Arnaud de Servigny & Sven Sandow 29Ch. 3 Univariate credit risk pricing by Arnaud de Servigny & Philippe Henrotte 91Ch.
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