Credit derivatives :  a primer on credit risk, modeling, and instruments / 
George Chacko ... [et al.]. 
 - Upper Saddle River, N.J. :  Wharton,  c2006. 
 - ix, 256 p. :  ill. ;  24 cm. 
 - Wharton School publishing  .
<br/><br/>Includes bibliographical references and index. 
<br/><br/>Part I:What Is Credit Risk? 1 1 INTRODUCTION 3 2 ABOUT CREDIT RISK 9 Part II: Credit Risk Modeling 61 3 MODELING CREDIT RISK: STRUCTURAL APPROACH 63 4 MODELING CREDIT RISK: ALTERNATIVE APPROACHES 119 Part III: Typical Credit Derivatives 145 5 CREDIT DEFAULT SWAPS 147 6 COLLATERALIZED DEBT OBLIGATIONS 191 INDEX 247 
<br/><br/><label>ISBN: </label>0131467441 (alk. paper) 9780131467446 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Credit derivatives.<br/>Derivados financieros<br/>Mercado de derivados<br/>Risk.<br/>Riesgo crediticio 
<br/><br/><label>LC Class. No.: </label>HG 6024  / C912 2006 
<br/><br/><label>Dewey Class. No.: </label>332.64/57