Securitisation swaps a practitioner's handbook
Develop the skillset essential to successful securitisation swaps management Securitisation Swaps is a complete practitioner’s guide to this unique and complex class of derivatives. This detailed examination follows the entire life cycle of securitisation swaps to give quants, structurers, traders,...
| Otros Autores: | , , |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex, United Kingdom :
Wiley
2019.
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| Edición: | First edition |
| Colección: | Wiley finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009630367606719 |
Tabla de Contenidos:
- Introduction
- Overview of structured funding
- Asset-backed debt structures
- Swaps in structured funding
- Swap prepayment risk
- Swap extension risk
- Downgrade risk
- Deal management.
