The analysis of structured securities : precise risk measurement and capital allocation / Sylvain Raynes and Ann Rutledge.
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TextPublication details: Oxford ; New York : Oxford University Press, 2003.Description: xii, 449 p. : ill. ; 24 cmISBN: - 9780195152739
- 0195152735 (hardcover : alk. paper)
- 332.63'2044 22
- HG4521 .R34 2003
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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.
rua 13/02/15
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