The handbook of structured finance

Author：[edited by] Arnaud de Servigny, Norbert Jobst.
Publisher：McGraw-Hill
ISBN：0071468641 (hbk.) ; 9780071468640 (hbk.) ; 9780071508841
Publication Date：c2007.
其他作者：Servigny, Arnaud de. ; Jobst, Norbert Josef.
語言：eng
出版地：New York :
Description

vi, 785 p. ::ill. Univariate risk assessment by Arnaud de Servigny and Sven Sandow -- Univariate credit risk pricing by Arnaud de Servigny and Philippe Henrotte -- Modeling credit dependency by Arnaud de Servigny -- Rating migration and asset correlation

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