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Quantitative Assessment of Securitisation Deals
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Quantitative Assessment of Securitisation Deals

The book draws on current research on model risk and parameter sensitivity of securitisation ratings. The text introduces a novel global rating approach that takes the uncertainty in the ratings into account when assigning ratings to securitisation products.
Upplaga
2013 ed.
ISBN
9783642297205
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2012-09-06
Sidor
112