Overview of the structured credit markets by Alexander Batchvarov
Univariate risk assessment by Arnaud de Servigny and Sven Sandow
Univariate credit risk pricing by Arnaud de Servigny and Philippe Henrotte
Modeling credit dependency by Arnaud de Servigny
Rating migration and asset correlation by Astrid van Landschoot and Norbert Jobst
CDO pricing by Arnaud de Servigny
An introduction to CDO risk management by Norbert Jobst
A practical guide to CDO trading risk management by Andrea Petrelli ... [et al.]
Cash and synthetic CDOs by Olivier Renault
The CDO methodologies developed by Standard and Poor's
Recent and not so recent developments in synthetic CDOs by Norbert Jobst
Residential mortgage-backed securities by Varqa Khadem and Francis Parisi
Covered bonds by Arnaud de Servigny and Aymeric Chauve
An overview of structured investment vehicles and other special purpose companies by Cristina Polizu
Securitizations in Basel ll by William Perraudin
Securitization in the context of Basel ll by Arnaud de Servigny.
OBNB doesn't sell books, but you may be able to find a copy at one of these websites:
The handbook of structured finance. ISBN 9780071468640. Published by McGraw-Hill in 2007. Publication and catalogue information, links to buy online and reader comments.
