Credit derivatives: a primer on credit risk, modeling, and instruments
Gespeichert in:
| Beteiligte Personen: | , , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Old Tappan
Pearson Education
December 2015
|
| Ausgabe: | Revised edition |
| Schriftenreihe: | Wharton school publishing
|
| Schlagwörter: | |
| Links: | 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 |
| Umfang: | vii, 296 Seiten Illustrationen |
| ISBN: | 9780133249187 |
Internformat
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| 245 | 1 | 0 | |a Credit derivatives |b a primer on credit risk, modeling, and instruments |c George Chacko, Anders Sjöman, Hideto Motohashi, Vincent Dessain |
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| 700 | 1 | |a Dessain, Vincent |e Verfasser |4 aut | |
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Datensatz im Suchindex
| _version_ | 1819375481418416128 |
|---|---|
| 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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| id | DE-604.BV043381932 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T17:34:56Z |
| institution | BVB |
| isbn | 9780133249187 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028800596 |
| oclc_num | 949345952 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR |
| owner_facet | DE-355 DE-BY-UBR |
| physical | vii, 296 Seiten Illustrationen |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | Pearson Education |
| record_format | marc |
| series2 | Wharton school publishing |
| 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 |
| url | 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 |
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