{"product_id":"the-analysis-of-structured-securities-sylvain-raynes-9780195152739","title":"The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation","description":"\u003cem\u003eThe Analysis of Structured Securities\u003c\/em\u003e presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities.\u003cbr\u003eIt begins with a detailed description and critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. The book then proposes a single replacement paradigm capable of granular, dynamic results. It offers extensive guidance on using numerical methods in cash flow modeling, as well as a groundbreaking section on trigger optimization. Casework on applying the method to automobile ABS, CDOs-of-ABS and aircraft-lease securitizations is also presented.\u003cbr\u003eThis book is essential reading for practitioners who seek higher precision, efficiency and control in managing their structured exposures.\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Sylvain Raynes, Ann Rutledge\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0195152735\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780195152739\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Oxford University Press, USA\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 09\/25\/2003\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 464\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.75lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.42h x 6.48w x 1.02d","brand":"Sylvain Raynes","offers":[{"title":"Hardcover","offer_id":44054648652031,"sku":"9780195152739","price":140.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_e091bdc5-fe48-40de-824a-3e1c6cabb7bb.jpg?v=1685031178","url":"https:\/\/www.whiterainbookhouse.com\/products\/the-analysis-of-structured-securities-sylvain-raynes-9780195152739","provider":"WR Book House","version":"1.0","type":"link"}