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Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance)
Quantitative Assessment of Securitisation Deals - SpringerBriefs in Finance
Author: Francesca Campolongo, Henrik Jönsson, Wim Schoutens
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 enhance the understanding of the uncertainties inh...  more »
ISBN-13: 9783642297205
ISBN-10: 364229720X
Publication Date: 9/6/2012
Pages: 120
Edition: 2013
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Publisher: Springer
Book Type: Paperback
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