Credit derivatives: a primer on credit risk, modeling, and instruments
Author: Chacko, George ; Sjöman, Anders ; Motohashi, Hideto ; Dessain, VincentPublisher: Pearson Education, 2006. ; Wharton School Publishing, 2006.Language: EnglishDescription: 256 p. ; 24 cm.ISBN: 0131467441Type of document: BookBibliography/Index: Includes index
| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
|
Europe Campus Main Collection |
HG6024 .A3 C43 2006
(Browse shelf) 32419001177637 |
Available | 32419001177637 |
Includes index
Digitized
Credit Derivatives A Primer on Credit Risk, Modeling and Instruments Contents About the Authors Acknowledgments Part I: What Is Credit Risk? 1 INTRODUCTION 2 ABOUT CREDIT RISK vii ix 1 3 9 Part II: Credit Risk Modeling 3 MODELING CREDIT RISK: STRUCTURAL APPROACH 4 MODELING CREDIT RISK: ALTERNATIVE APPROACHES 61 63 119 Part III: Typical Credit Derivatives 5 CREDIT DEFAULT SWAPS 6 COLLATERALIZED DEBT OBLIGATIONS INDEX 145 147 191 247
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