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Arnaud de Servigny

  • Measuring and Managing Credit RiskMeasuring and Managing Credit Risk
  • The Handbook of Structured FinanceThe Handbook of Structured Finance
  • A Practical Guide to CDO Trading Risk ManagementA Practical Guide to CDO Trading Risk Management
  • An Introduction to the CDO Risk ManagementAn Introduction to the CDO Risk Management
  • An Overview of Structured Investment Vehicles and Other Special Purpose CompaniesAn Overview of Structured Investment Vehicles and Other Special Purpose Companies
  • Behavioral Investment ManagementBehavioral Investment Management
  • Cash and Synthetic CDOsCash and Synthetic CDOs
  • CDO PricingCDO Pricing
  • Covered BondsCovered Bonds
  • Modeling Credit DependencyModeling Credit Dependency
  • Overview of the Structured Credit MarketsOverview of the Structured Credit Markets
  • Rating Migration and Asset CorrelationRating Migration and Asset Correlation