/LC.GIF&client=easterncarolinaedu)
Elements of structured finance / Ann Rutledge, Sylvain Raynes.
| Author/creator | Rutledge, Ann |
| Other author | Raynes, Sylvain. |
| Format | Electronic |
| Publication Info | Oxford ; New York : Oxford University Press, |
| Description | vi, 682 p. : ill. ; 25 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Contents | 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. |
| General note | Includes indexes. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2009003123 |
| ISBN | 9780195179989 (cloth : alk. paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |