Overview
- Introduces new concepts
- Includes supplementary material: sn.pub/extras
Part of the book series: SpringerBriefs in Finance (BRIEFSFINANCE)
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Table of contents (7 chapters)
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Introduction
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Modelling Defaults and Prepayments
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Model Risk and Parameter Sensitivity
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Summary and Conclusions
Keywords
About this book
Authors and Affiliations
Bibliographic Information
Book Title: Quantitative Assessment of Securitisation Deals
Authors: Francesca Campolongo, Henrik Jönsson, Wim Schoutens
Series Title: SpringerBriefs in Finance
DOI: https://doi.org/10.1007/978-3-642-29721-2
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Author(s) 2013
Softcover ISBN: 978-3-642-29720-5Published: 06 September 2012
eBook ISBN: 978-3-642-29721-2Published: 05 September 2012
Series ISSN: 2193-1720
Series E-ISSN: 2193-1739
Edition Number: 1
Number of Pages: XXI, 112
Number of Illustrations: 4 b/w illustrations, 28 illustrations in colour
Topics: Quantitative Finance, Finance, general
Industry Sectors: Finance, Business & Banking