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The analysis of structured securities :

Raynes, Sylvain.

The analysis of structured securities : precise risk measurement and capital allocation / Sylvain Raynes and Ann Rutledge. - Oxford ; New York : Oxford University Press, 2003. - xii, 449 p. : ill. ; 24 cm.

Includes bibliographical references (p. 429-440) and index.

The authors lay out solutions to the practical problem of rating debt securities in the structured finance context.

ISBN: 9780195152739 0195152735 (hardcover : alk. paper)

LCCN: 2003004691

Subjects--Topical Terms:
Securities.
Asset-backed financing.
Mortgage-backed securities.
Investment analysis.

LC Class. No.: HG4521 / .R34 2003

Dewey Class. No.: 332.63'2044

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