Quantitative Assessment of Securitisation Deals
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 enh...
Clasificación: | Libro Electrónico |
---|---|
Autores principales: | Campolongo, Francesca (Autor), Jönsson, Henrik (Autor), Schoutens, Wim (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2013.
|
Edición: | 1st ed. 2013. |
Colección: | SpringerBriefs in Finance,
|
Temas: | |
Acceso en línea: | Texto Completo |
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