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Structured Finance Modeling with Object-Oriented VBA (Wiley Finance) 3 reviews
Evan Tick
Wiley, 2007
A practitioner's perspective
+ good modeling in theory And programming
+ After waiting for more than 5 months...
This is an outstanding textbook on how to master the intricacies of a structured finance (especially, home-equity ABS) deal. It teaches ABS from several angles: modeling (chapter 1-4), structuring (chatper 5), and ABS analytics (chapter 6).
Although definitions and explanations about any given ...
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The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation 9 reviews
Sylvain Raynes, Ann Rutledge
Oxford University Press, USA, 2003
Mandatory reading for those interested in structured finance
+ A great way to learn what a structurer's work is like
+ Good stuff...
+ a comprehensive structured finance
+ An effective introduction
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Credit Derivatives: CDOs and Structured Credit Products (Wiley Finance) 2 reviews
Satyajit Das
Wiley, 2005
avoid these instruments and this book
When this book came out just a few years ago, CDOs were all the rage, along with the other financial derivative instruments analysed here. Indeed, the analysis is thorough. You get to understand how each instrument is made, and how to model its risk.
But much has changed since the book appeared. ...
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Structured Finance: The Object Oriented Approach (The Wiley Finance Series) 1 review
Umberto Cherubini, Giovanni Della Lunga
Wiley, 2007
distinctive blend of finance and programming
The text is aimed at the overlap between financial research and computer programming. A distinctive and rare blend of the two fields. The authors are essentially teaching one field to a reader already perhaps versed in the other. If so, then considerable portions of the book will already be ...
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Structured Finance and Insurance: The ART of Managing Capital and Risk (Wiley Finance)3 reviews
Christopher L. Culp
Wiley, 2006
great expertise knowledge
+ risk management
This book provides a great details and knowledges about structured finance. If you are interested in the overall depth understanding about this area, this book is a good buy.
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Synthetic and Structured Assets (The Wiley Finance Series)
Erik Banks
Wiley, 2006
Organized along product lines, the book will analyze many of the original classes of structured assets, including mortgage- and asset-backed securities and strips, as well as the newest structured and synthetic instruments, including exchange-traded funds, credit derivative-based collateralized debt obligations, total return swaps, contingent convertibles, and insurance-linked securities. ...
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Structured Credit Products: Credit Derivatives and Synthetic Securitization 3 reviews
Moorad Choudhry
Wiley, 2004
Useful book
+ Beautifully crafted book
Choudhry has done well in expressing this sometimes difficult subject. Worth the money as ever!
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The Handbook of Structured Finance
Arnaud de Servigny, Norbert Jobst
McGraw-Hill, 2007
Stay On Top of Every Major Issue in the Structured Finance Market and Learn Powerful New Models for Identifying, Measuring, Pricing, and Monitoring Your Deals The Handbook of Structured Finance is a complete guide to the major issues facing investors in the structured finance market. Comprehensive and accessible, it provides the latest techniques for measuring and ...
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Introduction to Structured Finance (Frank J. Fabozzi Series)2 reviews
Frank J. Fabozzi CFA, Henry A. Davis, ...
Wiley, 2006
Fabozzi is a genius
+ Good Book
The examples provided break down every part of structured finance you need to know. Fabozzi must understand the importance of a strong foundation because he lays one out for you in every piece he writes. I have learned more from reading his work than studying finance at school. He takes concepts ...
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Modeling Structured Finance Cash Flows with Microsoft Excel: A Step-by-Step Guide.Book & CD-ROM9 reviews
Keith A. Allman
Wiley, 2007
Exactly what I was looking for
+ The best first step on Structured Finance Modeling
+ Cool
+ Helps Building Cash Flow Model
+ Good Intro to Cash Flow Modeling
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Handbook of Structured Financial Products1 review
Frank J. Fabozzi
Wiley, 1998
Excellent!
The book is excellent. It clarifies the whole variety of asset-backed and asset-backed securities, their pricing, structuring etc. Too bad that MBS have made such a mess on the financial markets :( Yet, this does not influence the fact that Fabozzi's book would be of great help to anyone, who would ...
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Structured Finance: Techniques, Products and Market (Springer Finance)
Springer, 2005
In recent years, financial engineering has developed new ways of financing deals based primarily on the capacity of the operations to generate sufficient cash for the repayment of loans or bonds. The business of structured finance has then become an interesting business area for non-financial companies, investment and commercial banks and consultants. In terms of volumes, it shows figures easily ...
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The Structured Credit Handbook (Wiley Finance)1 review
Arvind Rajan, Glen McDermott, ...
Wiley, 2007
A very helpful handbook for those interested in this rather specialized topic
You may have heard of swaps, swaptions, collateralized debt obligations, and a myriad other credit structures. For most folks, even when they hear the terms, they have no idea what these contracts are and wouldn't know where to turn to get a reliable and understandable explanation. This book is a ...
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Credit Derivatives and Structured Credit: A Guide for Investors (The Wiley Finance Series)2 reviews
Richard Bruyere, Regis Copinot, ...
Wiley, 2006
A Dream chaser
+ nice intro
Accidentally, the book is shown in front of me....in library. I spend more than six hours to read it through. It is a nice book which explains different kinds of credit-risk related financial instruments throughly. It is a nice translation which is originated from French.
The are four episodes ...
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Collateralized Debt Obligations and Structured Finance : New Developments in Cash and Synthetic Securitization35 reviews
Janet M. Tavakoli
Wiley, 2003
Excellent Resource for Investors
+ Intriguing Expose of CDOs
+ Hedgers Manual
For investors who need to know more about structured finance including new synthetic securitizations using credit derivatives technology, this book is a great resource.
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Credit Derivatives & Synthetic Structures: A Guide to Instruments and Applications, 2nd Edition32 reviews
Janet M. Tavakoli
Wiley, 2001
Recommendation from a Credit Derivatives Trader
+ Great Book
+ a practical guide
+ Good collection
+ Derivatives Sales view:
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Structured Credit Portfolio Analysis, Baskets and CDOs (Chapman & Hall/CRC Financial Mathematics Series) 2 reviews
Christian Bluhm, Ludger Overbeck
Chapman and Hall/CRC, 2006
Structured Credit Portfolio Analysis, Baskets and CDOs
Excellent book on structured credit. However, the authors could have placed more explicit numerical examples. Perhaps a new version could be updated with more explicit numerical examples?
Good book to read cover to cover.
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Collateralized Debt Obligations and Structured Finance : New Developments in Cash and Synthetic Securitization35 reviews
Janet M. Tavakoli
Wiley, 2003
Excellent Resource for Investors
+ Intriguing Expose of CDOs
+ Hedgers Manual
For investors who need to know more about structured finance including new synthetic securitizations using credit derivatives technology, this book is a great resource.
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Structured Finance: The Object Oriented Approach (The Wiley Finance Series)1 review
Umberto Cherubini, Giovanni Della Lunga
Wiley, 2007
distinctive blend of finance and programming
The text is aimed at the overlap between financial research and computer programming. A distinctive and rare blend of the two fields. The authors are essentially teaching one field to a reader already perhaps versed in the other. If so, then considerable portions of the book will already be ...
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The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation9 reviews
Sylvain Raynes, Ann Rutledge
Oxford University Press, USA, 2003
Mandatory reading for those interested in structured finance
+ A great way to learn what a structurer's work is like
+ Good stuff...
+ a comprehensive structured finance
+ An effective introduction
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