Credit derivatives: a primer on credit risk, modeling, and instruments
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Old Tappan
Pearson Education
December 2015
|
| Edition: | Revised edition |
| Series: | Wharton school publishing
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | vii, 296 Seiten Illustrationen |
| ISBN: | 9780133249187 |
Staff View
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Record in the Search Index
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|---|---|
| adam_text | CONTENTS
About the Authors v
Acknowledgments vii
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: 63
STRUCTURAL APPROACH
4 MODELING CREDIT RISK: 123
ALTERNATIVE APPROACHES
Part III: Typical Credit Derivatives 149
5 CREDIT DEFAULT SWAPS 151
6 COLLATERALIZED DEBT OBLIGATIONS 197
7 APPLICATIONS OF CREDIT
DERIVATIVES AND FINANCIAL
ENGINEERING 255
Index
283
|
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| illustrated | Illustrated |
| indexdate | 2024-07-10T07:24:23Z |
| institution | BVB |
| isbn | 9780133249187 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028800596 |
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| physical | vii, 296 Seiten Illustrationen |
| publishDate | 2015 |
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| publishDateSort | 2015 |
| publisher | Pearson Education |
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| series2 | Wharton school publishing |
| spelling | Chacko, George 1967- Verfasser (DE-588)124785514 aut Credit derivatives a primer on credit risk, modeling, and instruments George Chacko, Anders Sjöman, Hideto Motohashi, Vincent Dessain Revised edition Old Tappan Pearson Education December 2015 vii, 296 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Wharton school publishing Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 s Derivat Wertpapier (DE-588)4381572-8 s Risikomanagement (DE-588)4121590-4 s b DE-604 Sjöman, Anders Verfasser aut Motohashi, Hideto Verfasser aut Dessain, Vincent Verfasser aut Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028800596&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Chacko, George 1967- Sjöman, Anders Motohashi, Hideto Dessain, Vincent Credit derivatives a primer on credit risk, modeling, and instruments Kreditrisiko (DE-588)4114309-7 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4114309-7 (DE-588)4381572-8 (DE-588)4121590-4 |
| title | Credit derivatives a primer on credit risk, modeling, and instruments |
| title_auth | Credit derivatives a primer on credit risk, modeling, and instruments |
| title_exact_search | Credit derivatives a primer on credit risk, modeling, and instruments |
| title_full | Credit derivatives a primer on credit risk, modeling, and instruments George Chacko, Anders Sjöman, Hideto Motohashi, Vincent Dessain |
| title_fullStr | Credit derivatives a primer on credit risk, modeling, and instruments George Chacko, Anders Sjöman, Hideto Motohashi, Vincent Dessain |
| title_full_unstemmed | Credit derivatives a primer on credit risk, modeling, and instruments George Chacko, Anders Sjöman, Hideto Motohashi, Vincent Dessain |
| title_short | Credit derivatives |
| title_sort | credit derivatives a primer on credit risk modeling and instruments |
| title_sub | a primer on credit risk, modeling, and instruments |
| topic | Kreditrisiko (DE-588)4114309-7 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Kreditrisiko Derivat Wertpapier Risikomanagement |
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