| 000 | 01521cam a22003614a 4500 | ||
|---|---|---|---|
| 999 |
_c47169 _d47169 |
||
| 003 | BJBSDDR | ||
| 005 | 20230410115738.0 | ||
| 007 | ta | ||
| 008 | 051227s2006 njua b 001 0 eng | ||
| 020 | _a0131467441 (alk. paper) | ||
| 020 | _a9780131467446 | ||
| 035 | _a(OCoLC)ocm62872452 | ||
| 040 |
_aDLC _cDLC _bspa |
||
| 041 | _aeng | ||
| 042 | _apcc | ||
| 050 | 1 | 4 |
_aHG 6024 _bC912 2006 |
| 082 | 0 | 0 | _a332.64/57 |
| 245 | 0 | 0 |
_aCredit derivatives : _ba primer on credit risk, modeling, and instruments / _cGeorge Chacko ... [et al.]. |
| 260 |
_aUpper Saddle River, N.J. : _bWharton, _cc2006. |
||
| 300 |
_aix, 256 p. : _bill. ; _c24 cm. |
||
| 440 | 0 | _aWharton School publishing | |
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | _aPart 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 | ||
| 650 | 0 | _aCredit derivatives. | |
| 650 | 4 |
_aDerivados financieros _915634 |
|
| 650 | 4 |
_aMercado de derivados _912509 |
|
| 650 | 0 | _aRisk. | |
| 650 | 4 |
_aRiesgo crediticio _912510 |
|
| 700 | 1 |
_aChacko, George _917424 |
|
| 906 |
_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg |
||
| 942 |
_2lcc _cBK |
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