The Analysis of Structured Securities (English, Sylvain Raynes | Ann Rutledge)
by Sylvain Raynes | Ann Rutledge
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About the Book
The Analysis of Structured Securities presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities. It begins with a detailed description and critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. The book then proposes a single replacement paradigm capable of granular, dynamic results. It offers extensive guida…
ISBN: 9780195152739
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