LIBROS DEL AUTOR: antje schirm

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  • Credit Risk Securitisation
    Antje Schirm
    Antje Schirm develops a pricing model for credit risk securitisation, explaining fair note issuance pricing by the underlying credit portfolio risk. The underlying credit portfolio risk is modelled in a market context and the observed payout mechanisms of securitisation structures are translated into a derivatives pricing context. Both these blocks to...
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