Credit derivatives pricing models: models, pricing and implementation
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester
Wiley
2003
|
| Series: | Wiley finance series
|
| Subjects: | |
| Physical Description: | XXI, 375 S. graph. Darst. |
| ISBN: | 0470842911 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV017358867 | ||
| 003 | DE-604 | ||
| 005 | 20100907 | ||
| 007 | t | ||
| 008 | 030730s2003 d||| |||| 00||| eng d | ||
| 020 | |a 0470842911 |9 0-470-84291-1 | ||
| 035 | |a (OCoLC)50270160 | ||
| 035 | |a (DE-599)BSZ102025517 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-91 |a DE-91G |a DE-355 |a DE-19 |a DE-11 |a DE-29 |a DE-92 |a DE-188 |a DE-83 | ||
| 050 | 0 | |a HG6024.A3 | |
| 082 | 0 | |a 332.645 |2 21 | |
| 082 | 0 | |a 332.601 |2 21 | |
| 084 | |a QK 620 |0 (DE-625)141668: |2 rvk | ||
| 084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 084 | |a WIR 160f |2 stub | ||
| 084 | |a 91B30 |2 msc | ||
| 084 | |a 91B24 |2 msc | ||
| 084 | |a 91B28 |2 msc | ||
| 100 | 1 | |a Schönbucher, Philipp J. |d 1969- |e Verfasser |0 (DE-588)121905977 |4 aut | |
| 245 | 1 | 0 | |a Credit derivatives pricing models |b models, pricing and implementation |c Philipp J. Schönbucher |
| 264 | 1 | |a Chichester |b Wiley |c 2003 | |
| 300 | |a XXI, 375 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 610 | 2 | 7 | |a Kredietbank |0 (DE-588)4440948-5 |2 gnd |9 rswk-swf |
| 650 | 7 | |a Administração de risco |2 larpcal | |
| 650 | 7 | |a Derivaten (financiën) |2 gtt | |
| 650 | 7 | |a Derivativos |2 larpcal | |
| 650 | 7 | |a Instrument dérivé de crédit |2 rasuqam | |
| 650 | 4 | |a Instruments dérivés de crédit | |
| 650 | 4 | |a Instruments dérivés de crédit - Prix | |
| 650 | 7 | |a Krediet |2 gtt | |
| 650 | 7 | |a Opções financeiras |2 larpcal | |
| 650 | 7 | |a Prix |2 rasuqam | |
| 650 | 7 | |a Risicoanalyse |2 gtt | |
| 650 | 4 | |a Credit derivatives | |
| 650 | 4 | |a Credit derivatives |x Prices | |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kreditrisiko |0 (DE-588)4114309-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Preismodell |0 (DE-588)4175626-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Preisbildung |0 (DE-588)4047103-2 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kreditderivat |0 (DE-588)7660453-6 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Kredietbank |0 (DE-588)4440948-5 |D b |
| 689 | 0 | 1 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
| 689 | 0 | 2 | |a Preismodell |0 (DE-588)4175626-5 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Kreditrisiko |0 (DE-588)4114309-7 |D s |
| 689 | 1 | 1 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
| 689 | 1 | 2 | |a Preisbildung |0 (DE-588)4047103-2 |D s |
| 689 | 1 | 3 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 1 | |5 DE-188 | |
| 689 | 2 | 0 | |a Kreditderivat |0 (DE-588)7660453-6 |D s |
| 689 | 2 | 1 | |a Preismodell |0 (DE-588)4175626-5 |D s |
| 689 | 2 | |8 1\p |5 DE-604 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-010464237 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Record in the Search Index
| _version_ | 1804130191572729856 |
|---|---|
| any_adam_object | |
| author | Schönbucher, Philipp J. 1969- |
| author_GND | (DE-588)121905977 |
| author_facet | Schönbucher, Philipp J. 1969- |
| author_role | aut |
| author_sort | Schönbucher, Philipp J. 1969- |
| author_variant | p j s pj pjs |
| building | Verbundindex |
| bvnumber | BV017358867 |
| callnumber-first | H - Social Science |
| callnumber-label | HG6024 |
| callnumber-raw | HG6024.A3 |
| callnumber-search | HG6024.A3 |
| callnumber-sort | HG 46024 A3 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 620 QK 660 SK 980 |
| classification_tum | WIR 160f |
| ctrlnum | (OCoLC)50270160 (DE-599)BSZ102025517 |
| dewey-full | 332.645 332.601 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.645 332.601 |
| dewey-search | 332.645 332.601 |
| dewey-sort | 3332.645 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02805nam a2200769 c 4500</leader><controlfield tag="001">BV017358867</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20100907 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">030730s2003 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0470842911</subfield><subfield code="9">0-470-84291-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)50270160</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BSZ102025517</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-92</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-83</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG6024.A3</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.645</subfield><subfield code="2">21</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.601</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 620</subfield><subfield code="0">(DE-625)141668:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 660</subfield><subfield code="0">(DE-625)141676:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 160f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">91B30</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">91B24</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">91B28</subfield><subfield code="2">msc</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Schönbucher, Philipp J.</subfield><subfield code="d">1969-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)121905977</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Credit derivatives pricing models</subfield><subfield code="b">models, pricing and implementation</subfield><subfield code="c">Philipp J. Schönbucher</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Chichester</subfield><subfield code="b">Wiley</subfield><subfield code="c">2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XXI, 375 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley finance series</subfield></datafield><datafield tag="610" ind1="2" ind2="7"><subfield code="a">Kredietbank</subfield><subfield code="0">(DE-588)4440948-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Administração de risco</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Derivaten (financiën)</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Derivativos</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Instrument dérivé de crédit</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Instruments dérivés de crédit</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Instruments dérivés de crédit - Prix</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Krediet</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Opções financeiras</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Prix</subfield><subfield code="2">rasuqam</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Risicoanalyse</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Credit derivatives</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Credit derivatives</subfield><subfield code="x">Prices</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditrisiko</subfield><subfield code="0">(DE-588)4114309-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Preismodell</subfield><subfield code="0">(DE-588)4175626-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Preisbildung</subfield><subfield code="0">(DE-588)4047103-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditderivat</subfield><subfield code="0">(DE-588)7660453-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kredietbank</subfield><subfield code="0">(DE-588)4440948-5</subfield><subfield code="D">b</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Preismodell</subfield><subfield code="0">(DE-588)4175626-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Kreditrisiko</subfield><subfield code="0">(DE-588)4114309-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="2"><subfield code="a">Preisbildung</subfield><subfield code="0">(DE-588)4047103-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="3"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Kreditderivat</subfield><subfield code="0">(DE-588)7660453-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2="1"><subfield code="a">Preismodell</subfield><subfield code="0">(DE-588)4175626-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-010464237</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV017358867 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:17:07Z |
| institution | BVB |
| isbn | 0470842911 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010464237 |
| oclc_num | 50270160 |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM DE-91G DE-BY-TUM DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-11 DE-29 DE-92 DE-188 DE-83 |
| owner_facet | DE-91 DE-BY-TUM DE-91G DE-BY-TUM DE-355 DE-BY-UBR DE-19 DE-BY-UBM DE-11 DE-29 DE-92 DE-188 DE-83 |
| physical | XXI, 375 S. graph. Darst. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Schönbucher, Philipp J. 1969- Verfasser (DE-588)121905977 aut Credit derivatives pricing models models, pricing and implementation Philipp J. Schönbucher Chichester Wiley 2003 XXI, 375 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley finance series Kredietbank (DE-588)4440948-5 gnd rswk-swf Administração de risco larpcal Derivaten (financiën) gtt Derivativos larpcal Instrument dérivé de crédit rasuqam Instruments dérivés de crédit Instruments dérivés de crédit - Prix Krediet gtt Opções financeiras larpcal Prix rasuqam Risicoanalyse gtt Credit derivatives Credit derivatives Prices Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Preismodell (DE-588)4175626-5 gnd rswk-swf Preisbildung (DE-588)4047103-2 gnd rswk-swf Kreditderivat (DE-588)7660453-6 gnd rswk-swf Kredietbank (DE-588)4440948-5 b Derivat Wertpapier (DE-588)4381572-8 s Preismodell (DE-588)4175626-5 s DE-604 Kreditrisiko (DE-588)4114309-7 s Preisbildung (DE-588)4047103-2 s Mathematisches Modell (DE-588)4114528-8 s DE-188 Kreditderivat (DE-588)7660453-6 s 1\p DE-604 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Schönbucher, Philipp J. 1969- Credit derivatives pricing models models, pricing and implementation Kredietbank (DE-588)4440948-5 gnd Administração de risco larpcal Derivaten (financiën) gtt Derivativos larpcal Instrument dérivé de crédit rasuqam Instruments dérivés de crédit Instruments dérivés de crédit - Prix Krediet gtt Opções financeiras larpcal Prix rasuqam Risicoanalyse gtt Credit derivatives Credit derivatives Prices Mathematisches Modell (DE-588)4114528-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Kreditrisiko (DE-588)4114309-7 gnd Preismodell (DE-588)4175626-5 gnd Preisbildung (DE-588)4047103-2 gnd Kreditderivat (DE-588)7660453-6 gnd |
| subject_GND | (DE-588)4440948-5 (DE-588)4114528-8 (DE-588)4381572-8 (DE-588)4114309-7 (DE-588)4175626-5 (DE-588)4047103-2 (DE-588)7660453-6 |
| title | Credit derivatives pricing models models, pricing and implementation |
| title_auth | Credit derivatives pricing models models, pricing and implementation |
| title_exact_search | Credit derivatives pricing models models, pricing and implementation |
| title_full | Credit derivatives pricing models models, pricing and implementation Philipp J. Schönbucher |
| title_fullStr | Credit derivatives pricing models models, pricing and implementation Philipp J. Schönbucher |
| title_full_unstemmed | Credit derivatives pricing models models, pricing and implementation Philipp J. Schönbucher |
| title_short | Credit derivatives pricing models |
| title_sort | credit derivatives pricing models models pricing and implementation |
| title_sub | models, pricing and implementation |
| topic | Kredietbank (DE-588)4440948-5 gnd Administração de risco larpcal Derivaten (financiën) gtt Derivativos larpcal Instrument dérivé de crédit rasuqam Instruments dérivés de crédit Instruments dérivés de crédit - Prix Krediet gtt Opções financeiras larpcal Prix rasuqam Risicoanalyse gtt Credit derivatives Credit derivatives Prices Mathematisches Modell (DE-588)4114528-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Kreditrisiko (DE-588)4114309-7 gnd Preismodell (DE-588)4175626-5 gnd Preisbildung (DE-588)4047103-2 gnd Kreditderivat (DE-588)7660453-6 gnd |
| topic_facet | Kredietbank Administração de risco Derivaten (financiën) Derivativos Instrument dérivé de crédit Instruments dérivés de crédit Instruments dérivés de crédit - Prix Krediet Opções financeiras Prix Risicoanalyse Credit derivatives Credit derivatives Prices Mathematisches Modell Derivat Wertpapier Kreditrisiko Preismodell Preisbildung Kreditderivat |
| work_keys_str_mv | AT schonbucherphilippj creditderivativespricingmodelsmodelspricingandimplementation |