The analysis of structured securities : precise risk measurement and capital allocation /

Raynes, Sylvain.

The analysis of structured securities : precise risk measurement and capital allocation / Sylvain Raynes and Ann Rutledge. - Oxford ; New York : Oxford University Press, 2003. - xii, 449 p. : ill. ; 24 cm.

Includes bibliographical references (p. 429-440) and index.

0195152735 (hardcover : alk. paper)

2003004691


Securities.
Asset-backed financing.
Mortgage-backed securities.
Investment analysis.

HG 4521 .R34 2003

332.63/2044
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