| Record ID | harvard_bibliographic_metadata/ab.bib.10.20150123.full.mrc:71955239:882 |
| Source | harvard_bibliographic_metadata |
| Download Link | /show-records/harvard_bibliographic_metadata/ab.bib.10.20150123.full.mrc:71955239:882?format=raw |
LEADER: 00882cam a22002894a 4500
001 010119940-6
005 20090624155736.0
008 051227s2006 njua b 001 0 eng
010 $a 2005036789
015 $aGBA629336$2bnb
016 7 $a013420239$2Uk
020 $a0131467441 (alk. paper)
024 3 $a9780131467446
035 0 $aocm62872452
040 $aDLC$cDLC$dBAKER$dUKM$dC#P$dPUL$dHBS
042 $apcc
050 00 $aHG6024.A3$bC75 2006
082 00 $a332.64/57$222
245 00 $aCredit derivatives :$ba primer on credit risk, modeling, and instruments /$cGeorge Chacko ... [et al.].
260 $aUpper Saddle River, N.J. :$bWharton,$cc2006.
300 $aix, 256 p. :$bill. ;$c24 cm.
504 $aIncludes bibliographical references and index.
650 0 $aCredit derivatives.
650 0 $aRisk.
700 1 $aChacko, George.
988 $a20061002
906 $0DLC