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Credit derivatives : a primer on credit risk, modeling, and instruments / George Chacko ... [et al.].

Contributor(s): Material type: TextTextLanguage: English Series: Wharton School publishingPublication details: Upper Saddle River, N.J. : Wharton, c2006.Description: ix, 256 p. : ill. ; 24 cmISBN:
  • 0131467441 (alk. paper)
  • 9780131467446
Subject(s): DDC classification:
  • 332.64/57
LOC classification:
  • HG 6024 C912 2006
Contents:
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
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Holdings
Item type Current library Home library Collection Shelving location Call number Copy number Status Barcode
Libro Libro Biblioteca Juan Bosch Biblioteca Juan Bosch Ciencias Sociales Ciencias Sociales (3er. Piso) HG 6024 C912 2006 (Browse shelf(Opens below)) 1 Available 00000074188

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

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