Stay On Top of Every Major Issue in the Structured Finance Market and Learn Powerful New Models for Identifying, Measuring, Pricing, and Monitoring Your Deals

The Handbook of Structured Finance is a complete guide to the major issues facing investors in the structured finance market. Comprehensive and accessible, it provides the latest techniques for measuring and managing risk, finding optimum pricing, and taking advantage of leverage and market incompleteness, as well as models for debt and equity modeling.

• Overview of the Structured Credit Market
• Univariate Risk Assessment
• Univariate Credit Risk Pricing
• Modelling Credit Depency
• Rating Migration and Asset Correlation
• CDO Pricing
• An Introduction to the CDO Risk Management
• A Practical Guide to CDO Trading Risk Management
• Cash and Synthetic CDOs
• The CDO Methodologies Developed by Standard and Poor's
• Recent and Not So Recent Developments in Synthetic CDOs
• Residential Mortgage-Backed Securities
• Covered Bonds
• An Overview of Structured Investment Vehicles and Other Special Purpose Companies
• Securitizations in Basel II
• Secritization in the Context of Basel II