Quantitative assessment of securitisation deals
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 enh...
| Autor principal: | |
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| Otros Autores: | , , , |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
New York :
Springer
2013.
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| Edición: | 1st ed. 2013. |
| Colección: | SpringerBriefs in finance,
SpringerBriefs in Finance, |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009468742806719 |
Tabla de Contenidos:
- pt. 1. Introduction
- pt. 2. Modelling defaults and prepayments
- pt. 3. Model risk and parameter sensitivity
- pt. 4. Summary and conclusions.
