| 书目名称 | Quantitative Assessment of Securitisation Deals |
| 编辑 | Francesca Campolongo,Henrik Jönsson,Wim Schoutens |
| 视频video | |
| 概述 | Introduces new concepts.Includes supplementary material: |
| 丛书名称 | SpringerBriefs in Finance |
| 图书封面 |  |
| 描述 | The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be used to better analyse and to enhance the understanding of the uncertainties inherent in ratings due to uncertainty in the input parameters. The text introduces a novel global rating approach that takes the uncertainty in the ratings into account when assigning ratings to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models. |
| 出版日期 | Book 2013 |
| 关键词 | 91G40; 91G60; 65C05; 60J05; 60J75; asset-backed securities; credit ratings; global sensitivity analysis |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-29721-2 |
| isbn_softcover | 978-3-642-29720-5 |
| isbn_ebook | 978-3-642-29721-2Series ISSN 2193-1720 Series E-ISSN 2193-1739 |
| issn_series | 2193-1720 |
| copyright | The Author(s) 2013 |
发表于 2025-3-21 19:23:12
