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| Introduction |
| About the authors |
Arnaud de Servigny is head of Quantitative Analytics for Standard & Poor's. Norbert Jobst is head of Portfolio Research in Structured Finance for Standard & Poor?s. |
| Table of contents |
1: Overview of Markets and Trends 2: Measuring Risk on a Univariate Basis 3: Pricing CDS Spreads and Assessing Risk 4: Measuring Dependence Under the Empirical Measure 5: Measuring Dependence Under the Risk Neutral Measure 6: Key Strategies in Structured Finance 7: A Practical Guide to CDO/Structured Product Risk Management 8: Standard & Poor's Techniques in Structured Finance: Default Risk Portfolio Models 9: Standard & Poor's Techniques in Structured Finance: Cash-Flow Modeling 10: Structured Finance Products and Regulation 11: The New Debt/Equity Modeling Frontier 12: New Products in Structured Finance/Credit |
