Research Catalog
Credit derivatives : a primer on credit risk, modeling, and instruments
- Title
- Credit derivatives : a primer on credit risk, modeling, and instruments / George Chacko [and others].
- Publication
- Upper Saddle River, N.J. : Wharton, [2006], ©2006.
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | HG6024.A3 C75 2006 | Off-site |
Holdings
Details
- Additional Authors
- Chacko, George.
- Description
- ix, 256 pages : illustrations; 24 cm
- Summary
- "Every company faces credit risk. Credit derivatives are among the most powerful tools available for managing it. Once restricted to the financial industry, they are now widely used by businesses of all kinds - and all financial professionals need to understand them. Credit Derivatives explains these tools simply, clearly, and rigorously: what they do, how they work, and how to use them."--BOOK JACKET.
- Subjects
- Bibliography (note)
- Includes bibliographical references and index.
- Contents
- 1. Introduction -- 2. About credit risk -- 3. Modeling credit risk : structural approach -- 4. Modeling credit risk : alternative approaches -- 5. Credit default swaps -- 6. Collateralized debt obligations.
- ISBN
- 0131467441 (alk. paper)
- LCCN
- 2005036789
- 9780131467446
- OCLC
- OCM62872452
- SCSB-5928079
- Owning Institutions
- Columbia University Libraries