| Record ID | marc_nuls/NULS_PHC_180925.mrc:167353891:1777 |
| Source | marc_nuls |
| Download Link | /show-records/marc_nuls/NULS_PHC_180925.mrc:167353891:1777?format=raw |
LEADER: 01777cam 22004454a 4500
001 9920370660001661
005 20150423125645.0
008 051227s2006 njua b 001 0 eng
010 $a 2005036789
015 $aGBA629336$2bnb
016 7 $a013420239$2Uk
019 $a64742059
020 $a0131467441 (alk. paper)
020 $a9780131467446 (alk. paper)
029 1 $aYDXCP$b2413992
029 1 $aIG#$b0131467441
035 $a(CSdNU)u297671-01national_inst
035 $a(OCoLC)62872452
035 $a(OCoLC)62872452
035 $a(OCoLC)62872452$z(OCoLC)64742059
040 $aDLC$cDLC$dBAKER$dUKM$dC#P$dPUL$dYDXCP$dCOO$dIG#$dOCLCQ$dOrLoB-B
042 $apcc
049 $aCNUM
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.
505 0 $a1. 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.
650 0 $aCredit derivatives.
650 0 $aRisk.
700 1 $aChacko, George.
938 $aBaker & Taylor$bBKTY$c69.99$d69.99$i0131467441$n0006696765$sactive
938 $aYBP Library Services$bYANK$n2413992
938 $aIngram$bINGR$n0131467441
947 $fSOBM-FIN$hCIRCSTACKS$p$60.19$q1
949 $aHG 6024.A3 C75 2006$i31786102119218
994 $a92$bCNU
999 $aHG 6024 .A3 C75 2006$wLC$c1$i31786102119218$d4/19/2012$e3/19/2012 $lCIRCSTACKS$mNULS$n2$q2$rY$sY$tBOOK$u5/16/2007