May 2013
Intermediate to advanced
462 pages
15h 55m
English
book
Credit Securitisations and Derivatives: Challenges for the Global Markets
by Daniel Rösch, Harald Scheule
Content preview from Credit Securitisations and Derivatives: Challenges for the Global Markets
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
Index
ABCP-Programs see Asset-Backed- Commercial-Paper-Programs
absolute errors, multi-period factor copula models
ABSs see asset-backed securities
ABX index
accountability needs
see also regulations
accounting regulatory requirements
accounts receivables
see also factoring
Acharya, Viral V.
actuarial credit risk measures
see also real-world risk models
adaptive IS methods
see also cross-entropy simulation techniques
definition
adjustable rate mortgages (ARMs)
affine specification, market model framework
alternating direction implicit numerical methods (ADIs)
Altman’s sovereign default risk metric
American International Group (AIG)
American options
analytical approximate methods
Andersen’s approach (2006)
AP12
approximation tools
see also finite difference methods
APX Endex
arbitrage
multi-period factor copula models
regulatory capital arbitrage
arbitrage CDOs
see also collateralized debt obligations
arbitrage pricing argument, CLNs
Archimedian copulas
see also copulas
definition
Argentina
Asia
credit derivatives
sovereign default risk
ASRF see asymptotic risk factor models
asset correlations
credit portfolio correlations and uncertainty
estimation methods
examples
interval estimations
asset dynamics, models
asset managers
asset-backed securities (ABSs)
see also collateralized debt obligations; mortgage-backed…
definition
global structured finance ratings
impairments
issuance volume statistics
outstanding volume statistics
overview of the structures
statistics
Asset-Backed-Commercial-Paper-Programs ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access
More than 5,000 organizations count on O’Reilly
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.