Pricing Asset-backed Securities: A Revised Model

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Pricing Asset-backed Securities: A Revised Model

This paper deals with asset backed securities and the pricing thereof. First, an overview of debt markets is provided with a particular focus on the recent crisis in the sub prime markets. Second, literature surrounding securitization, asset backed securities and related types of debt is analysed an...

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Bibliographic Details
Main Author:	Bradka, Lukas
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2008
Subjects:	asset backed securities ABS
Online Access:	https://eprints.nottingham.ac.uk/22128/

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