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Securitisation swaps : a practitioner handbook /
Develop the skillset essential to successful securitisation swaps management Securitisation Swaps is a complete practitioner's guide to this unique and complex class of derivatives. This detailed examination follows the entire life cycle of securitisation swaps to give quants, structurers, trad...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex, United Kingdom :
John Wiley & Sons Ltd,
2019.
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| Colección: | Wiley finance series.
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| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- Overview of structured funding
- Asset-backed debt structures
- Swaps in structured funding
- Swap prepayment risk
- Swap extension risk
- Downgrade risk
- Deal management.