尽可能按版规把文件信息放在资源介绍中,有目录的就把目录帖出来。以后就不多解释了,违规就删。
解压后两个PDF文件
文件1:background 430K 23页 (R&R Consulting Copyright 2003)
文件2:lecture 0.99M 79页 (R&R Consulting Copyright 2005) 目录:
Lecture Notes
1- Back of the Envelope [2]
2- Piecing the Credit Together [8]
3- Extrapolating Losses from the Data [11]
4- Loss Distributions vs. Loss Curves [15]
5- Logistic Curve (cumulative) [22]
6- Asset Side Relationships [23]
7- Liability Side Relationships [39]
8- Adding Structural Features [43]
9- Monte Carlo Simulation [49]
10- Credit Card Master Trust Analysis [60]
11- Planned Amortization Classes and other CMOs [70]
12- CBOs [79]
Background Readings
1- Legal Foundations
2- Financial Foundations
3- Market Foundations
4- CBOs-Moody’s BET
5- CBOs-Moody’s Approach
Cases
1- Unicapital
2- Honda 2001
3- AmeriCredit 1998-B
[此贴子已经被作者于2008-2-28 14:51:33编辑过]