Elements of structured finance / Ann Rutledge, Sylvain Raynes.

Elements of securitization law
Elements of securitization accounting
Deconstructing the corporation: operational issues
Static structuring analysis: the basic model of debt repackaging
Piecing the credit together
Asset side analysis
Liability side analysis
Static approaches to revolving mode structured securities
Simulation and valuation
Analysis of prepayment-sensitive structured securities / by Nenad Ilincic
PACs and TACs
Issues in intermediate cash flow modeling
Nonlinear convergence technique
The way of the deal
Data analysis
Non-stationary markov chains and cash flows
Recovery modeling
Covariance matrix simulation and random numbers
Assembling the building blocks of the cash flow model
Liability modeling
Triggers
The valuation of structured securities
Introduction to revolving periods
Special topics in structured finance
Epilogue.