| Record ID | ia:creditderivative0000unse |
| Source | Internet Archive |
| Download MARC XML | https://archive.org/download/creditderivative0000unse/creditderivative0000unse_marc.xml |
| Download MARC binary | https://www.archive.org/download/creditderivative0000unse/creditderivative0000unse_meta.mrc |
LEADER: 00862cam a22002774a 4500
001 2005036789
003 DLC
005 20080424092634.0
008 051227s2006 njua b 001 0 eng
010 $a 2005036789
015 $aGBA629336$2bnb
016 7 $a013420239$2Uk
020 $a0131467441 (alk. paper)
020 $a9780131467446
035 $a(OCoLC)ocm62872452
040 $aDLC$cDLC$dBAKER$dUKM$dC#P$dPUL$dDLC
042 $apcc
050 00 $aHG6024.A3$bC739 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.