Quantitative Assessment of Securitisation Deals (Record no. 45862)
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000 -LEADER | |
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fixed length control field | 02753nam a22005057a 4500 |
001 - CONTROL NUMBER | |
control field | sulb-eb0023770 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | BD-SySUS |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20160413122406.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 120905s2013 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783642297212 |
-- | 978-3-642-29721-2 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/978-3-642-29721-2 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | HB135-147 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | KF |
Source | bicssc |
Subject category code | MAT003000 |
Source | bisacsh |
Subject category code | BUS027000 |
Source | bisacsh |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Campolongo, Francesca. |
Relator term | author. |
245 10 - TITLE STATEMENT | |
Title | Quantitative Assessment of Securitisation Deals |
Medium | [electronic resource] / |
Statement of responsibility, etc. | by Francesca Campolongo, Henrik Jönsson, Wim Schoutens. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
Place of production, publication, distribution, manufacture | Berlin, Heidelberg : |
Name of producer, publisher, distributor, manufacturer | Springer Berlin Heidelberg : |
-- | Imprint: Springer, |
Date of production, publication, distribution, manufacture, or copyright notice | 2013. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | XXI, 112 p. 32 illus., 28 illus. in color. |
Other physical details | online resource. |
336 ## - CONTENT TYPE | |
Content type term | text |
Content type code | txt |
Source | rdacontent |
337 ## - MEDIA TYPE | |
Media type term | computer |
Media type code | c |
Source | rdamedia |
338 ## - CARRIER TYPE | |
Carrier type term | online resource |
Carrier type code | cr |
Source | rdacarrier |
347 ## - DIGITAL FILE CHARACTERISTICS | |
File type | text file |
Encoding format | |
Source | rda |
490 1# - SERIES STATEMENT | |
Series statement | SpringerBriefs in Finance, |
International Standard Serial Number | 2193-1720 |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Preface.-Introduction.-Introduction to Asset Backed Securities.-Cashflow modeling.-Deterministic Models -- Stochastic Models -- Model Risk and Parameter Sensitivity.-Global Sensitivity Analysis for ABS.-Summary.-A Large Homogeneous Portfolio Approximation -- A.1 The Gaussian One-Factor Model and the LHP Approximation.-A.2 Calibrating the Distribution.-Bibliography. |
520 ## - SUMMARY, ETC. | |
Summary, etc. | 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. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematics. |
Topical term or geographic name as entry element | Finance. |
Topical term or geographic name as entry element | Economics, Mathematical. |
Topical term or geographic name as entry element | Mathematics. |
Topical term or geographic name as entry element | Quantitative Finance. |
Topical term or geographic name as entry element | Finance, general. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Jönsson, Henrik. |
Relator term | author. |
Personal name | Schoutens, Wim. |
Relator term | author. |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Printed edition: |
International Standard Book Number | 9783642297205 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | SpringerBriefs in Finance, |
International Standard Serial Number | 2193-1720 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://dx.doi.org/10.1007/978-3-642-29721-2">http://dx.doi.org/10.1007/978-3-642-29721-2</a> |
912 ## - | |
-- | ZDB-2-SMA |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | |
Koha item type |
No items available.