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|a Raynes, Sylvain.
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|a The analysis of structured securities :
|b precise risk measurement and capital allocation /
|c Sylvain Raynes and Ann Rutledge.
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|a Oxford ;
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|b Oxford University Press,
|c 2003.
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|a Includes bibliographical references (pages 429-440) and index.
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|a The contemporary framework -- Analyzing structured securities -- Applications of numerical methods to structured finance -- Case studies -- Advanced structural features.
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|i Print version:
|a Raynes, Sylvain.
|t Analysis of structured securities.
|d Oxford ; New York : Oxford University Press, 2003
|w (DLC) 2003004691
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