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By Mark Aarons,Vlad Ender,Andrew Wilkinson
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S ecuritisation Swaps provides the information needed to acquire a clear understanding of the structuring, pricing and risk management of securitisation swaps. This handbook is designed for all parties dealing with the complexity of structured funding, whether directly or as a service-provider. The authors demystify the complex, multiple moving parts that comprise a securitisation swap and reveal how rigorous modelling and a wide variety of risk-mitigating structures can help manage these complex risks. The book highlights securitisation swaps in structured funding transactions where the underlying debt is residential mortgages in predominantly floating rate markets, auto loans and credit card receivables. This invaluable guide provides essential knowledge that can also be applied to other underlying asset classes. Both sophisticated professionals and those with little or no securitisation knowledge will find Securitisation Swaps to be a must-have handbook for developing a deep understanding of this unique and complex class of derivatives.
AuthorMark Aarons,Vlad Ender,Andrew Wilkinson BindingHardcover
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