Verfügbarkeit: Credit risk | Technische Universität München

Credit risk: pricing, measurement, and management

Gespeichert in:

Bibliographische Detailangaben
Beteiligte Personen:	Duffie, Darrell 1954- (VerfasserIn), Singleton, Kenneth J. 1951- (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Princeton [u.a.] Princeton Univ. Press 2003
Schriftenreihe:	Princeton series in finance
Schlagwörter:	Crédit - Gestion Gestion du risque Krediet Risk management Credit > Management Mathematisches Modell Kreditgeschäft Risikomanagement Kreditrisiko
Links:	http://www.loc.gov/catdir/samples/prin031/2002030256.html http://www.loc.gov/catdir/toc/prin032/2002030256.html http://www.loc.gov/catdir/description/prin031/2002030256.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009942589&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009942589&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	XVI, 396 S. graph. Darst.
ISBN:	0691090467

Internformat

MARC


LEADER	00000nam a2200000zc 4500
001	BV014639950
003	DE-604
005	20100812
007	t\|
008	020806s2003 xxud\|\|\| \|\|\|\| 00\|\|\| eng d
010			\|a 2002030256
020			\|a 0691090467 \|9 0-691-09046-7
035			\|a (OCoLC)50280141
035			\|a (DE-599)BVBBV014639950
040			\|a DE-604 \|b ger \|e aacr
041	0		\|a eng
044			\|a xxu \|c US
049			\|a DE-945 \|a DE-91 \|a DE-91G \|a DE-19 \|a DE-858 \|a DE-473 \|a DE-703 \|a DE-355 \|a DE-739 \|a DE-521 \|a DE-83 \|a DE-384 \|a DE-11 \|a DE-188 \|a DE-20
050		0	\|a HG3751.D84 2003
082	0		\|a 332.7/42 21
082	0		\|a 332.7/42 \|2 21
084			\|a QK 320 \|0 (DE-625)141644: \|2 rvk
084			\|a SK 980 \|0 (DE-625)143277: \|2 rvk
084			\|a 91B30 \|2 msc
084			\|a WIR 905f \|2 stub
084			\|a WIR 180f \|2 stub
100	1		\|a Duffie, Darrell \|d 1954- \|e Verfasser \|0 (DE-588)128596120 \|4 aut
245	1	0	\|a Credit risk \|b pricing, measurement, and management \|c Darrell Duffie and Kenneth J. Singleton
264		1	\|a Princeton [u.a.] \|b Princeton Univ. Press \|c 2003
300			\|a XVI, 396 S. \|b graph. Darst.
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
490	0		\|a Princeton series in finance
650		4	\|a Crédit - Gestion
650		4	\|a Gestion du risque
650		7	\|a Krediet \|2 gtt
650		7	\|a Risk management \|2 gtt
650		4	\|a Credit -- Management
650		4	\|a Risk management
650	0	7	\|a Mathematisches Modell \|0 (DE-588)4114528-8 \|2 gnd \|9 rswk-swf
650	0	7	\|a Kreditgeschäft \|0 (DE-588)4134687-7 \|2 gnd \|9 rswk-swf
650	0	7	\|a Risikomanagement \|0 (DE-588)4121590-4 \|2 gnd \|9 rswk-swf
650	0	7	\|a Kreditrisiko \|0 (DE-588)4114309-7 \|2 gnd \|9 rswk-swf
689	0	0	\|a Kreditrisiko \|0 (DE-588)4114309-7 \|D s
689	0	1	\|a Risikomanagement \|0 (DE-588)4121590-4 \|D s
689	0		\|5 DE-604
689	1	0	\|a Kreditgeschäft \|0 (DE-588)4134687-7 \|D s
689	1	1	\|a Kreditrisiko \|0 (DE-588)4114309-7 \|D s
689	1	2	\|a Risikomanagement \|0 (DE-588)4121590-4 \|D s
689	1	3	\|a Mathematisches Modell \|0 (DE-588)4114528-8 \|D s
689	1		\|5 DE-188
700	1		\|a Singleton, Kenneth J. \|d 1951- \|e Verfasser \|0 (DE-588)135847680 \|4 aut
856	4		\|u http://www.loc.gov/catdir/samples/prin031/2002030256.html \|3 Sample text
856	4		\|u http://www.loc.gov/catdir/toc/prin032/2002030256.html \|3 Table of contents
856	4		\|u http://www.loc.gov/catdir/description/prin031/2002030256.html \|3 Publisher description
856	4	2	\|m Digitalisierung UB Passau \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009942589&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
856	4	2	\|m Digitalisierung UB Passau \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009942589&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA \|3 Klappentext
943	1		\|a oai:aleph.bib-bvb.de:BVB01-009942589

Datensatz im Suchindex

DE-BY-TUM_call_number	0001 04.2003 A 7260 0048 01.2003 A 36 0048 2005 A 1107 0102 WIR 180 2001 A 12926
DE-BY-TUM_katkey	1385843
DE-BY-TUM_location	Mag LSB 01
DE-BY-TUM_media_number	040005129615 040020078240 040020093341 040010334217 040020126669
_version_	1821932918680846336
adam_text	Contents Preface xi Acknowledgments xiii 1 Introduction 1 1.1. A Brief Zoology of Risks 3 1.2. Organization of Topics 7 2 Economic Principles of Risk Management 12 2.1. What Types of Risk Count Most? 13 2.2. Economics of Market Risk 15 2.3. Economic Principles of Credit Risk 26 2.4. Risk Measurement 29 2.5. Measuring Credit Risk 38 3 Default Arrival: Historical Patterns and Statistical Models 43 3.1. Introduction 43 3.2. Structural Models of Default Probability 53 3.3. From Theory to Practice: Using Distance to Default to Predict Default 57 3.4. Default Intensity 59 3.5. Examples of Intensity Models 64 3.6. Default-Time Simulation 72 3.7. Statistical Prediction of Bankruptcy 74 4 Ratings Transitions: Historical Patterns and Statistical Models 85 4.1. Average Transition Frequencies 85 4.2. Ratings Risk and the Business Cycle 87 4.3. Ratings Transitions and Aging 91 4.4. Ordered Probits of Ratings 92 4.5. Ratings as Markov Chains 94 Conceptual Approaches to Valuation of Default Risk 100 5.1. Introduction 100 5.2. Risk-Neutral versus Actual Probabilities 102 5.3. Reduced-Form Pricing 106 5.4. Structural Models 112 5.5. Comparisons of Model-Implied Spreads 114 5.6. From Actual to Risk-Neutral Intensities 118 Pricing Corporate and Sovereign Bonds 122 6.1. Uncertain Recovery 122 6.2. Reduced-Form Pricing with Recovery 125 6.3. Ratings-Based Models of Credit Spreads 137 6.4. Pricing Sovereign Bonds 146 Empirical Models of Defaultable Bond Spreads 156 7.1. Credit Spreads and Economic Activity 156 7.2. Reference Curves for Spreads 162 7.3. Parametric Reduced-Form Models 166 7.4. Estimating Structural Models 169 7.5. Parametric Models of Sovereign Spreads 171 Credit Swaps 173 8.1. Other Credit Derivatives 173 8.2. The Basic Credit Swap 175 8.3. Simple Credit-Swap Spreads 178 8.4. Model-Based CDS Rates 185 8.5. The Role of Asset Swaps 190 Optional Credit Pricing 194 9.1. Spread Options 194 9.2. Callable and Convertible Corporate Debt 201 9.3. A Simple Convertible Bond Pricing Model 215 Correlated Defaults 229 10.1. Alternative Approaches to Correlation 229 10.2. CreditMetrics Correlated Defaults 230 10.3. Correlated Default Intensities 233 10.4. Copula-Based Correlation Modeling 237 10.5. Empirical Methods 242 10.6. Default-Time Simulation Algorithms 243 10.7. Joint Default Events 247 Collateralized Debt Obligations 250 11.1. Introduction 250 11.2. Some Economics of CDOs 252 11.3. Default-Risk Model 255 11.4. Pricing Examples 260 11.5. Default Loss Analytics 271 11.6. Computation of Diversity Scores 280 Over-the-Counter Default Risk and Valuation 285 12.1. Exposure 285 12.2. OTC Credit Risk Value Adjustments 295 12.3. Additional Swap Credit Adjustments 304 12.4. Credit Spreads on Currency Swaps 311 Integrated Market and Credit Risk Measurement 314 13.1. Market Risk Factors 315 13.2. Delta-Gamma for Derivatives with Jumps 326 13.3. Integration of Market and Credit Risk 332 13.4. Examples of VaR with Credit Risk 334 Appendix A Introduction to Affine Processes 346 Appendix В Econometrics of Affine Term-Structure Models 362 Appendix С HJM Spread Curve Models 367 References 371 Index 385 In this book, two of America s leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measure¬ ment. Masterfully applying theory to practice, Darrell Duffle and Kenneth Singleton model credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. The methodological rigor, scope, and sophistication of their state-of-the-art account is unpar¬ alleled, and its singularly in-depth treatment of pricing and credit derivatives further illuminates a problem that has drawn much attention in an era when financial institutions the world over are revising their credit management strategies. Duffie and Singleton offer critical assessments of alternative approaches to credit-risk modeling, while highlighting the strengths and weaknesses of current practice. Their approach blends in-depth discussions of the conceptual foundations of modeling with extensive analyses of the empirical properties of such credit-related time series as default probabilities, recoveries, ratings transitions, and yield spreads. Both the structural and reduced-form approaches to pricing defaultable securities are presented, and their comparative fits to historical data are assessed. The authors also provide a com¬ prehensive treatment of the pricing of credit derivatives, including credit swaps, collateralized debt obligations, credit guarantees, lines of credit, and spread options. Not least, they describe certain enhancements to current pricing and management practices that, they argue, will better position financial institutions for future changes in the financial markets.
any_adam_object	1
author	Duffie, Darrell 1954- Singleton, Kenneth J. 1951-
author_GND	(DE-588)128596120 (DE-588)135847680
author_facet	Duffie, Darrell 1954- Singleton, Kenneth J. 1951-
author_role	aut aut
author_sort	Duffie, Darrell 1954-
author_variant	d d dd k j s kj kjs
building	Verbundindex
bvnumber	BV014639950
callnumber-first	H - Social Science
callnumber-label	HG3751
callnumber-raw	HG3751.D84 2003
callnumber-search	HG3751.D84 2003
callnumber-sort	HG 43751 D84 42003
callnumber-subject	HG - Finance
classification_rvk	QK 320 SK 980
classification_tum	WIR 905f WIR 180f
ctrlnum	(OCoLC)50280141 (DE-599)BVBBV014639950
dewey-full	332.7/4221 332.7/42
dewey-hundreds	300 - Social sciences
dewey-ones	332 - Financial economics
dewey-raw	332.7/42 21 332.7/42
dewey-search	332.7/42 21 332.7/42
dewey-sort	3332.7 242 221
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>02953nam a2200673zc 4500</leader><controlfield tag="001">BV014639950</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20100812 </controlfield><controlfield tag="007">t\|</controlfield><controlfield tag="008">020806s2003 xxud\|\|\| \|\|\|\| 00\|\|\| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">2002030256</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0691090467</subfield><subfield code="9">0-691-09046-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)50280141</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV014639950</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-945</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-858</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-20</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG3751.D84 2003</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.7/42 21</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.7/42</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 320</subfield><subfield code="0">(DE-625)141644:</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">91B30</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 905f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 180f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Duffie, Darrell</subfield><subfield code="d">1954-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)128596120</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Credit risk</subfield><subfield code="b">pricing, measurement, and management</subfield><subfield code="c">Darrell Duffie and Kenneth J. Singleton</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Princeton [u.a.]</subfield><subfield code="b">Princeton Univ. Press</subfield><subfield code="c">2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XVI, 396 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">Princeton series in finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Crédit - Gestion</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Gestion du risque</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">Risk management</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Credit -- Management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</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">Kreditgeschäft</subfield><subfield code="0">(DE-588)4134687-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</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="689" ind1="0" 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="0" ind2="1"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</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">Kreditgeschäft</subfield><subfield code="0">(DE-588)4134687-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><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="2"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</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="700" ind1="1" ind2=" "><subfield code="a">Singleton, Kenneth J.</subfield><subfield code="d">1951-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)135847680</subfield><subfield code="4">aut</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/samples/prin031/2002030256.html</subfield><subfield code="3">Sample text</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/toc/prin032/2002030256.html</subfield><subfield code="3">Table of contents</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/description/prin031/2002030256.html</subfield><subfield code="3">Publisher description</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Passau</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009942589&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Passau</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009942589&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Klappentext</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-009942589</subfield></datafield></record></collection>
id	DE-604.BV014639950
illustrated	Illustrated
indexdate	2024-12-20T11:06:03Z
institution	BVB
isbn	0691090467
language	English
lccn	2002030256
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-009942589
oclc_num	50280141
open_access_boolean
owner	DE-945 DE-91 DE-BY-TUM DE-91G DE-BY-TUM DE-19 DE-BY-UBM DE-858 DE-473 DE-BY-UBG DE-703 DE-355 DE-BY-UBR DE-739 DE-521 DE-83 DE-384 DE-11 DE-188 DE-20
owner_facet	DE-945 DE-91 DE-BY-TUM DE-91G DE-BY-TUM DE-19 DE-BY-UBM DE-858 DE-473 DE-BY-UBG DE-703 DE-355 DE-BY-UBR DE-739 DE-521 DE-83 DE-384 DE-11 DE-188 DE-20
physical	XVI, 396 S. graph. Darst.
publishDate	2003
publishDateSearch	2003
publishDateSort	2003
publisher	Princeton Univ. Press
record_format	marc
series2	Princeton series in finance
spellingShingle	Duffie, Darrell 1954- Singleton, Kenneth J. 1951- Credit risk pricing, measurement, and management Crédit - Gestion Gestion du risque Krediet gtt Risk management gtt Credit -- Management Risk management Mathematisches Modell (DE-588)4114528-8 gnd Kreditgeschäft (DE-588)4134687-7 gnd Risikomanagement (DE-588)4121590-4 gnd Kreditrisiko (DE-588)4114309-7 gnd
subject_GND	(DE-588)4114528-8 (DE-588)4134687-7 (DE-588)4121590-4 (DE-588)4114309-7
title	Credit risk pricing, measurement, and management
title_auth	Credit risk pricing, measurement, and management
title_exact_search	Credit risk pricing, measurement, and management
title_full	Credit risk pricing, measurement, and management Darrell Duffie and Kenneth J. Singleton
title_fullStr	Credit risk pricing, measurement, and management Darrell Duffie and Kenneth J. Singleton
title_full_unstemmed	Credit risk pricing, measurement, and management Darrell Duffie and Kenneth J. Singleton
title_short	Credit risk
title_sort	credit risk pricing measurement and management
title_sub	pricing, measurement, and management
topic	Crédit - Gestion Gestion du risque Krediet gtt Risk management gtt Credit -- Management Risk management Mathematisches Modell (DE-588)4114528-8 gnd Kreditgeschäft (DE-588)4134687-7 gnd Risikomanagement (DE-588)4121590-4 gnd Kreditrisiko (DE-588)4114309-7 gnd
topic_facet	Crédit - Gestion Gestion du risque Krediet Risk management Credit -- Management Mathematisches Modell Kreditgeschäft Risikomanagement Kreditrisiko
url	http://www.loc.gov/catdir/samples/prin031/2002030256.html http://www.loc.gov/catdir/toc/prin032/2002030256.html http://www.loc.gov/catdir/description/prin031/2002030256.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009942589&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009942589&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT duffiedarrell creditriskpricingmeasurementandmanagement AT singletonkennethj creditriskpricingmeasurementandmanagement

Verfügbarkeit

Bestellen (Login erforderlich)

Inhaltsverzeichnis
Paper/Kapitel scannen lassen

Bibliotheksmagazin

Bestandsangaben von Bibliotheksmagazin
Signatur:	0001 04.2003 A 7260 Lageplan
Exemplar 1	Ausleihbar Ausgeliehen – Rückgabe bis: 31.12.9999

Handapparate (nicht verfügbar)

Bestandsangaben von Handapparate (nicht verfügbar)
Signatur:	0048 01.2003 A 36 Lageplan 0048 2005 A 1107 Lageplan
Exemplar 1	Dauerhaft ausgeliehen Ausgeliehen – Rückgabe bis: 31.12.9999
Exemplar 2	Dauerhaft ausgeliehen Ausgeliehen – Rückgabe bis: 31.12.9999

Teilbibliothek Mathematik & Informatik

Bestandsangaben von Teilbibliothek Mathematik & Informatik
Signatur:	0102 WIR 180 2001 A 12926 Lageplan
Exemplar 1	Ausleihbar Am Standort
Exemplar 2	Ausleihbar Ausgeliehen – Rückgabe bis: 02.04.2025