Overview
- Introduces securitization, explains the analysis of loan portfolios and presents a detailed overview of structuring
- Offers a useful guide to the economics of securitization and drills into its fundamental economic drivers and the problems it raises
- Combines theoretical concepts and proofs with recent and impactful research from the field and confronts them with a practitioner's perspective
Part of the book series: Springer Texts in Business and Economics (STBE)
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Table of contents (9 chapters)
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Front Matter
Keywords
About this book
Authors and Affiliations
About the author
Laurent Gauthier works as a consultant advising institutional investors on securitized products research and modeling, teaches as an adjunct at Toulouse Business School (France), and has been a Visiting Professor in economics at the University of Konstanz (Germany). He has spent close to 25 years focusing on securitization, and ran securitized products research and trading strategy at Morgan Stanley and at other investment banks. He graduated from Edhec Business School (France) with a major in corporate finance, and holds a PhD in mathematics from Sorbonne University (France). He has published several articles and book chapters in mathematical finance and on the analysis of securitized products.
Bibliographic Information
Book Title: Securitization Economics
Book Subtitle: Deconstructing the Economic Foundations of Asset Securitization
Authors: Laurent Gauthier
Series Title: Springer Texts in Business and Economics
DOI: https://doi.org/10.1007/978-3-030-50326-0
Publisher: Springer Cham
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: Springer Nature Switzerland AG 2020
Hardcover ISBN: 978-3-030-50325-3Published: 01 August 2020
Softcover ISBN: 978-3-030-50328-4Published: 02 August 2021
eBook ISBN: 978-3-030-50326-0Published: 31 July 2020
Series ISSN: 2192-4333
Series E-ISSN: 2192-4341
Edition Number: 1
Number of Pages: XX, 478
Number of Illustrations: 55 b/w illustrations, 26 illustrations in colour
Topics: Investments and Securities, Investment Appraisal, Macroeconomics/Monetary Economics//Financial Economics