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Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance)

Francesca Campolongo, Henrik Jönsson, Wim Schoutens




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 | #3649396 in eBooks |  2012-09-05 |  2012-09-05 | File type: PDF

||From the Back Cover|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 an

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 inherent in ratings due to uncertainty in the input parameters. The text introduces a novel global rating approach that takes the u...

You easily download any file type for your device.Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance)   |  Francesca Campolongo, Henrik Jönsson, Wim Schoutens. Just read it with an open mind because none of us really know.

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