| 書目名稱 | Quantitative Assessment of Securitisation Deals |
| 編輯 | Francesca Campolongo,Henrik J?nsson,Wim Schoutens |
| 視頻video | http://file.papertrans.cn/781/780803/780803.mp4 |
| 概述 | Introduces new concepts.Includes supplementary material: |
| 叢書名稱 | SpringerBriefs in Finance |
| 圖書封面 |  |
| 描述 | 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 enhance the understanding of the uncertainties inherent in ratings due to uncertainty in the input parameters. The text introduces a novel global rating approach that takes the uncertainty in the ratings into account when assigning ratings to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models.? |
| 出版日期 | Book 2013 |
| 關(guān)鍵詞 | 91G40; 91G60; 65C05; 60J05; 60J75; asset-backed securities; credit ratings; global sensitivity analysis |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-29721-2 |
| isbn_softcover | 978-3-642-29720-5 |
| isbn_ebook | 978-3-642-29721-2Series ISSN 2193-1720 Series E-ISSN 2193-1739 |
| issn_series | 2193-1720 |
| copyright | The Author(s) 2013 |
|Archiver|手機版|小黑屋|
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