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 uncertainty in the ratings into account when assigning ratings to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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 uncertainty in the ratings into account when assigning ratings to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Vendeur : Brook Bookstore On Demand, Napoli, NA, Italie
Etat : new. Questo è un articolo print on demand. N° de réf. du vendeur fc80e543d43e23ea585060cb9bf3e8ae
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Vendeur : Corner of a Foreign Field, Tokyo, TOKYO, Japon
Soft cover. Etat : Very Good. No Jacket. 1st Edition. 2013.Softcover.Very good condition.112 pages.Ships from Japan.Usually ships in 1-2 working days. N° de réf. du vendeur 7681
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Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Etat : New. In. N° de réf. du vendeur ria9783642297205_new
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Vendeur : Chiron Media, Wallingford, Royaume-Uni
Paperback. Etat : New. N° de réf. du vendeur 6666-IUK-9783642297205
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 uncertainty in the ratings into account when assigning ratings to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models. 136 pp. Englisch. N° de réf. du vendeur 9783642297205
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Vendeur : Books Puddle, New York, NY, Etats-Unis
Etat : New. pp. 136. N° de réf. du vendeur 2651413592
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Vendeur : Majestic Books, Hounslow, Royaume-Uni
Etat : New. Print on Demand pp. 136 32 Illus. (28 Col.). N° de réf. du vendeur 57097607
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Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Etat : New. PRINT ON DEMAND pp. 136. N° de réf. du vendeur 1851413586
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Vendeur : Revaluation Books, Exeter, Royaume-Uni
Paperback. Etat : Brand New. 2013 edition. 133 pages. 9.25x0.32x6.10 inches. In Stock. N° de réf. du vendeur x-364229720X
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Vendeur : moluna, Greven, Allemagne
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Introduces new conceptsPeer reviewedThe 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 . N° de réf. du vendeur 5055999
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