The book is excellent. It clarifies the whole variety of asset-backed and asset-backed securities, their pricing, structuring etc. Go to Amazon.
The Hndbk Structured Finance by Arnaud de Servigny
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(ebook) Handbook of Structured Finance, Chapter 4
Thompson, Jr. Utility Stranded Costs Securitization C. Schorin and K. Catastrophe-Linked Securities S. Ganapati, et al. Schorin and S.
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Mortgage-Backed Securities F. Westhoff and M. DiSerio, et al. Flanagan, et al. Manufactured Housing Securitization P. Watterson, Jr. Manufactured Housing Securitization and Prepayments S.
Securitisation & Structured Finance Handbook 2020
Abrahams, et al. Commercial Mortgage-Backed Securities J. DeMichele and W.
Rejan,McDermott, and Roy have written the definitive reference thatstudents, researchers, investors, and market professionals havebeen waiting for. This is an authoritative andcolorful treatment designed for investors and sales-and-tradingprofessionals covering structured credit products. All of the keyproducts are covered.
Well-suited forstudents and practitioners alike, this book provides a unique,practical framework for understanding this complex and rapidlychanging field. This book is destined to become a fixture intrading rooms, investment departments, and classrooms around theworld.
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He was previously co-head of U. He has more than two decades of experience in modeling and quantitative analysis. McDermott's work has been published in numerous scholarly journals, and he is also a contributor to the Salomon Smith Barney Guide to Mortgage-Backed and Asset-Backed Securities, also published by Wiley. Before taking on his current role in , Roy was head of European CDO Strategy--a position he occupied in after spending the prior seven years in structuring or analyzing CDOs and other structured credit products.
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