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Titlebook: Quantitative Assessment of Securitisation Deals; Francesca Campolongo,Henrik Jönsson,Wim Schoutens Book 2013 The Author(s) 2013 91G40; 91G

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2193-1720 ngs to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models.​978-3-642-29720-5978-3-642-29721-2Series ISSN 2193-1720 Series E-ISSN 2193-1739
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Global Sensitivity Analysis for ABSl when the space of all possible combinations for the input parameters is explored at best, this distinguishes it from a local analysis, which is developed around a predetermined point in the space of the inputs. See, for example, [1] for an introduction to global sensitivity analysis.
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urities was decided. The failure of the Hokkaido Takushoku Bank was disclosed in November of the same year, and the breakdown, temporary nationalization, buying out, and mergers of several banks succeeded one another. Our research therefore suddenly got into the social spotlight on the application s
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Francesca Campolongo,Henrik Jönsson,Wim Schoutensurities was decided. The failure of the Hokkaido Takushoku Bank was disclosed in November of the same year, and the breakdown, temporary nationalization, buying out, and mergers of several banks succeeded one another. Our research therefore suddenly got into the social spotlight on the application s
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urities was decided. The failure of the Hokkaido Takushoku Bank was disclosed in November of the same year, and the breakdown, temporary nationalization, buying out, and mergers of several banks succeeded one another. Our research therefore suddenly got into the social spotlight on the application s
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