MARC record from Internet Archive

LEADER: 03425cam a22005774a 4500
001 ocm41326448
003 OCoLC
005 20191109072705.2
008 990430s2000 nyua b 001 0 eng
010 $a 99023606
040 $aDLC$beng$cDLC$dUKM$dUBA$dGAO$dBTCTA$dLVB$dYDXCP$dBAKER$dBDX$dOCLCF$dOCLCO$dOCLCQ$dUAF$dOCLCQ$dAPUMS$dOCLCQ
015 $aGB99X3664$2bnb
019 $a41546929
020 $a0735201048$q(cloth)
020 $a9780735201040$q(cloth)
029 1 $aAU@$b000020076032
029 1 $aNZ1$b5127508
029 1 $aUNITY$b028796446
029 1 $aYDXCP$b1545712
035 $a(OCoLC)41326448$z(OCoLC)41546929
042 $apcc
050 00 $aHG6024.A3$bC488 2000
082 00 $a332.63/2$221
049 $aMAIN
100 1 $aChorafas, Dimitris N.
245 10 $aCredit derivatives and the management of risk /$cDimitris N. Chorafas.
260 $aNew York :$bNew York Institute of Finance,$c2000.
300 $axxxvi, 316 pages :$billustrations ;$c23 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
338 $avolume$bnc$2rdacarrier
504 $aIncludes bibliographical references and index.
505 0 $aCredit derivatives and their impact on the financial industry -- Assets, liabilities, the trading book, and the banking book -- Information requirements for issuers and users of credit derivatives -- Credit derivatives, transparency, and collateralization -- Fund managers and credit derivatives markets -- Asset swaps, total return swaps, and default swaps -- Credit-linked instruments, structured notes, and credit-enhanced ventures -- Credit spreads, credit options, and debt options -- Credit derivatives and catastrophe insurance -- New derivatives instruments, hedging policies, and credit rating agencies -- The art of modeling credit risk and its analytics -- Building improved versions of ACRA and other credit models -- RiskMetrics, CreditMetrics, and CreditRisk+ -- Risk adjusted return on Capital, CreditPortfolioView, and the loan analysis system -- Value at risk -- Rocket scientists.
520 1 $a"From Dimitris Chorafas, a widely respected expert in the field of credit derivatives, comes the definitive guide to the credit derivatives markets - an in-depth analysis of what they are, how they work, and how to best profit from them." "Credit Derivatives and the Management of Risk gives you a wealth of information critical to understanding and implementing these powerful financial tools. You'll find descriptions of the products available, discussions of the advantages and disadvantages of each, and strategies for using them to manage and control risk."--Jacket.
590 $bInternet Archive - 2
590 $bInternet Archive 2
650 0 $aCredit derivatives.
650 0 $aRisk management.
650 6 $aInstruments dérivés de crédit.
650 7 $aCredit derivatives.$2fast$0(OCoLC)fst00882587
650 7 $aRisk management.$2fast$0(OCoLC)fst01098164
650 7 $aDerivativos.$2larpcal
650 7 $aCrédito.$2larpcal
650 7 $aAdministração de risco.$2larpcal
650 7 $aSeguro de crédito.$2larpcal
938 $aBaker & Taylor$bBKTY$c70.00$d52.50$i0735201048$n0003259282$sactive
938 $aBrodart$bBROD$n55325173$c$70.00
938 $aBaker and Taylor$bBTCP$n99023606
938 $aYBP Library Services$bYANK$n1545712
994 $a92$bERR
976 $a31927000581238