標(biāo)題: Titlebook: Quantitative Assessment of Securitisation Deals; Francesca Campolongo,Henrik J?nsson,Wim Schoutens Book 2013 The Author(s) 2013 91G40; 91G [打印本頁(yè)] 作者: 使固定 時(shí)間: 2025-3-21 19:23
書目名稱Quantitative Assessment of Securitisation Deals影響因子(影響力)
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書目名稱Quantitative Assessment of Securitisation Deals網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書目名稱Quantitative Assessment of Securitisation Deals被引頻次
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書目名稱Quantitative Assessment of Securitisation Deals讀者反饋
書目名稱Quantitative Assessment of Securitisation Deals讀者反饋學(xué)科排名
作者: Anal-Canal 時(shí)間: 2025-3-21 22:37 作者: 混合 時(shí)間: 2025-3-22 03:02 作者: 思想流動(dòng) 時(shí)間: 2025-3-22 08:32 作者: flammable 時(shí)間: 2025-3-22 11:52 作者: 矛盾心理 時(shí)間: 2025-3-22 16:12
Francesca Campolongo,Henrik J?nsson,Wim Schoutensstry with regard to the process of the information technology revolution. This kind of comprehensive research on the banking industry is the first in the world. It could be seen as an application study for Japanese financial deregulation after 1997. However, our project, the Workshop of Information 作者: 安心地散步 時(shí)間: 2025-3-22 20:45
Francesca Campolongo,Henrik J?nsson,Wim Schoutensstry with regard to the process of the information technology revolution. This kind of comprehensive research on the banking industry is the first in the world. It could be seen as an application study for Japanese financial deregulation after 1997. However, our project, the Workshop of Information 作者: ALE 時(shí)間: 2025-3-22 21:44 作者: Communal 時(shí)間: 2025-3-23 02:33 作者: 淘氣 時(shí)間: 2025-3-23 08:56
Francesca Campolongo,Henrik J?nsson,Wim Schoutens intuition transparent. In the process I will present a generalization of Blackwell’s [1951] seminal result on . that is related to Marschak and Miyasawa’s [1968] concept of .. More important, I want to show that garbling is intimately linked to the more useful and general theory of ., which has bee作者: countenance 時(shí)間: 2025-3-23 10:53
ith an annual salary of $360,000, options to buy 400,000 shares of Chrysler common stock at $11 each, plus special payments amounting to more than a million dollars.. Next summer, he volunteered to reduce his base salary to $1.00 for a period of one year.. Although this may not be a typical example,作者: rheumatism 時(shí)間: 2025-3-23 14:09
Francesca Campolongo,Henrik J?nsson,Wim Schoutensith an annual salary of $360,000, options to buy 400,000 shares of Chrysler common stock at $11 each, plus special payments amounting to more than a million dollars.. Next summer, he volunteered to reduce his base salary to $1.00 for a period of one year.. Although this may not be a typical example,作者: 含糊 時(shí)間: 2025-3-23 18:25 作者: 做作 時(shí)間: 2025-3-23 23:12
Introduction to Asset-Backed Securitiesin which assets are pooled together and the liabilities backed by these assets are tranched, so that the ABSs have different seniority and risk-return profiles. The Bank for International Settlements defined structured finance through the following characterisation.作者: 談判 時(shí)間: 2025-3-24 06:23 作者: inculpate 時(shí)間: 2025-3-24 09:58
Stochastic ModelsAs was discussed in the previous chapter, the traditional default and prepayment models have limited possibilities to capture the stochastic nature of the phenomena they are set to model. In the present chapter, we propose a number of models that incorporate the stylized features of defaults and prepayments.作者: 遺忘 時(shí)間: 2025-3-24 12:54
SummaryAsset-Backed Securities (ABSs) are financial instruments backed by pools of assets. ABSs are created through a securitisation process, where assets are pooled together and the liabilities backed by these assets are tranched, such that the ABSs have different seniority and risk-return profiles.作者: Nausea 時(shí)間: 2025-3-24 17:22 作者: 倫理學(xué) 時(shí)間: 2025-3-24 22:33 作者: Diluge 時(shí)間: 2025-3-25 00:37 作者: 顯微鏡 時(shí)間: 2025-3-25 04:56 作者: 放牧 時(shí)間: 2025-3-25 10:46 作者: poliosis 時(shí)間: 2025-3-25 14:57 作者: hematuria 時(shí)間: 2025-3-25 15:48 作者: 問(wèn)到了燒瓶 時(shí)間: 2025-3-25 22:28 作者: FILLY 時(shí)間: 2025-3-26 04:06
Model Risk and Parameter Sensitivityxposure to model and methodology risk, because there exists a vast amount of quantitative models and approaches to choose between, each producing different asset behaviour and portfolio loss distributions. The parameter values which are used as inputs to the quantitative models, such as mean cumulat作者: fixed-joint 時(shí)間: 2025-3-26 06:57 作者: neolith 時(shí)間: 2025-3-26 10:31
Cashflow Modellingch depends on the behaviour of the pooled assets. The second step is to model the payment waterfall, that is, the distribution of the cash collections to the issuer, the servicer, the note holders and other transaction parties. In this chapter, we make some general comments on the cashflow modelling of securitisation deals.作者: 深淵 時(shí)間: 2025-3-26 15:39 作者: Clumsy 時(shí)間: 2025-3-26 18:02
Book 2013acilitate 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 作者: NEEDY 時(shí)間: 2025-3-26 21:29
2193-1720 ngs to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models.?978-3-642-29720-5978-3-642-29721-2Series ISSN 2193-1720 Series E-ISSN 2193-1739 作者: Astigmatism 時(shí)間: 2025-3-27 04:47
Global Sensitivity Analysis for ABSl when the space of all possible combinations for the input parameters is explored at best, this distinguishes it from a local analysis, which is developed around a predetermined point in the space of the inputs. See, for example, [1] for an introduction to global sensitivity analysis.作者: 充滿裝飾 時(shí)間: 2025-3-27 06:49 作者: 拾落穗 時(shí)間: 2025-3-27 12:42 作者: 歡笑 時(shí)間: 2025-3-27 17:14
urities was decided. The failure of the Hokkaido Takushoku Bank was disclosed in November of the same year, and the breakdown, temporary nationalization, buying out, and mergers of several banks succeeded one another. Our research therefore suddenly got into the social spotlight on the application s作者: Diatribe 時(shí)間: 2025-3-27 17:51
Francesca Campolongo,Henrik J?nsson,Wim Schoutensurities was decided. The failure of the Hokkaido Takushoku Bank was disclosed in November of the same year, and the breakdown, temporary nationalization, buying out, and mergers of several banks succeeded one another. Our research therefore suddenly got into the social spotlight on the application s作者: 閹割 時(shí)間: 2025-3-27 23:40 作者: floodgate 時(shí)間: 2025-3-28 04:31
urities was decided. The failure of the Hokkaido Takushoku Bank was disclosed in November of the same year, and the breakdown, temporary nationalization, buying out, and mergers of several banks succeeded one another. Our research therefore suddenly got into the social spotlight on the application s作者: 戰(zhàn)役 時(shí)間: 2025-3-28 09:10 作者: 苦惱 時(shí)間: 2025-3-28 13:32 作者: Left-Atrium 時(shí)間: 2025-3-28 16:56
e put this volume together. The research papers in the volume are in three sections: information evaluation in multi person conte)l:ts; contracting in agencies under moral hazard; and contracting in agencies with private information. We begin part I with Jerry Feltham‘s review of John Butterworth‘s pioneering978-94-010-7702-6978-94-009-2667-7作者: 符合國(guó)情 時(shí)間: 2025-3-28 21:01 作者: amphibian 時(shí)間: 2025-3-29 01:48
Francesca Campolongo,Henrik J?nsson,Wim Schoutensoperties of the conditional probability measures given the statistics. Consequently, I want to highlight this aspect and show the connections between the Blackwell theory and sufficient statistics that become apparent if we focus on the meaning and properties of these conditional measures. Later in 作者: Emmenagogue 時(shí)間: 2025-3-29 03:33
composition of top executive compensation packages is different from that of workers in other occupations. Particularly notable is the recent trend toward paying a substantial portion of the total compensation in the form of incentive plans, such as annual bonus, long-term performance reward, stock
