Structured finance
the object oriented approach
- ISBN: 9780470026380
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2007
- Lugar de la edición: Cheltenham. Reino Unido
- Colección: Finance
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 298
- Idiomas: Inglés
Papel: Cartoné
98,08 €
93,18 €
Stock en librería. Envío en 24/48 horas
"Object Oriented Programming for Structured Finance" supplies a product-driven treatment of the world of structured finance. It addresses the subject by following the production process of a structured product. Each issue met by the people involved in the process, namely the structurer, the pricer and the risk-manager, will be discussed. Readers will learn how to: construct and analyse structured finance product in an object-oriented UML approach; design stress testing and simulation analyses for a structured product; choose the relevant hedging policy for the structured product; and, how to extend the structuring strategy to embed the so-called "risk-mitigating arrangements".
