TY  - BOOK
AU  - Raynes,Sylvain
AU  - Rutledge,Ann
TI  - The analysis of structured securities: precise risk measurement and capital allocation 
SN  - 0195152735
U1  - 332.63 
PY  - 2003///
CY  - Oxford, New York
PB  - Oxford University Press
KW  - Análisis de inversiones
KW  - Financiamientos respaldados por activos
KW  - Valores respaldados por hipotecas
KW  - Valores
N1  - Incluye bibliografía (p. 429-440); _; Pt. I; The Contemporary Framework --; 1; Market Basics --; 2; To Rate A Tabula Rasa --; 3; The Actuarial Method --; 4; The Default Method --; 5; The Eclectic Method --; Pt. II; Analyzing Structured Securities --; 6; Toward a Science of Ratings --; 7; Dynamic Asset Analysis --; 8; Liabilities Analysis and Structuring --; 9; The Average Life of Assets and Liabilities --; 10; PACs and TACs --; Pt. III; Applications of Numerical Methods to Structured Finance --; 11; The Art of Mathematical Modeling --; 12; Statistical Probability Density Functions --; 13; Eigenvalues and Eigenvectors --; 14; Markov Chains --; 15; Regression Analysis --; 16; Lower-Upper Decomposition --; 17; Covariance Matrix Simulation
UR  - http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=017689034&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
UR  - http://catdir.loc.gov/catdir/toc/fy042/2003004691.html
ER  -