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| Overview |
Stay On Top of Every Major Issue in the Structured Finance Market and Learn Powerful New Models for Identifying, Measuring, Pricing, and Monitoring Your Deals The Handbook of Structured Finance is a complete guide to the major issues facing investors in the structured finance market. Comprehensive and accessible, it provides the latest techniques for measuring and managing risk, finding optimum pricing, and taking advantage of leverage and market incompleteness, as well as models for debt and equity modeling. |
| 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 |
