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Arnaud de Servigny

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Univariate Credit Risk Pricing
An Introduction to the CDO Risk Management
An Overview of Structured Investment Vehicles and Other Special Purpose Companies
Recent and Not So Recent Developments in Synthetic CDOs
Modeling Credit Dependency
Rating Migration and Asset Correlation
Overview of the Structured Credit Markets
Covered Bonds
Securitizations in Basel II
Univariate Risk Assessment
CDO Pricing
Securitizations in the Context of Basel II
The CDO Methodologies Developed by Standard and Poor's
Residential Mortgage-Backed Securities
Cash and Synthetic CDOs

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