TY  - BOOK
AU  - Chacko,George
TI  - Credit derivatives: a primer on credit risk, modeling, and instruments 
SN  - 0131467441 (alk. paper)
AV  - HG 6024 C912 2006
U1  - 332.64/57 
PY  - 2006///
CY  - Upper Saddle River, N.J.
PB  - Wharton
KW  - Credit derivatives
KW  - Derivados financieros
KW  - Mercado de derivados
KW  - Risk
KW  - Riesgo crediticio
N1  - Includes bibliographical references and index; 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
ER  -