| Record ID | marc_nuls/NULS_PHC_180925.mrc:297804379:1611 |
| Source | marc_nuls |
| Download Link | /show-records/marc_nuls/NULS_PHC_180925.mrc:297804379:1611?format=raw |
LEADER: 01611cam 2200349 a 4500
001 9922697810001661
005 20150423144912.0
008 040405s2004 nyua b 001 0 eng
010 $a 2004298033
015 $aGBA3-V8424
020 $a047146600X
029 1 $aUKM$bbA3V8424
035 $a(CSdNU)u233979-01national_inst
035 $a(OCoLC)52737582
035 $a(OCoLC)52737582
040 $aUKM$cUKM$dDLC$dIXA$dIBS
042 $alccopycat
049 $aCNUM
050 00 $aHG6024.A3$bC74 2004
082 04 $a332.632$221
245 00 $aCredit derivatives :$binstruments, applications and pricing /$cMark J.P. Anson ... [et al.].
260 $aHoboken, N.J. :$bWiley,$cc2004.
300 $ax, 341 p. :$bill. ;$c24 cm.
490 1 $aThe Frank J. Fabozzi Series
504 $aIncludes bibliographical references and index.
505 0 $aTypes of credit risk -- Credit default swaps -- Asset swaps and the credit default swap basis -- Total return swaps -- Credit-linked notes -- Synthetic collateralized debt obligation structures -- Credit risk modeling : structural models -- Credit risk modeling : reduced form models -- Pricing of credit default swaps -- Options and forwards on credit-related spread products -- Accounting for credit derivatives -- Taxation of credit derivatives.
650 0 $aCredit derivatives.
700 1 $aAnson, Mark Jonathan Paul.
830 0 $aFrank J. Fabozzi series.
949 $aHG 6024.A3 C74 2004$i31786101869680
994 $a92$bCNU
999 $aHG 6024.A3 C74 2004$wLC$c1$i31786101869680$d6/27/2012$e8/26/2010 $lCIRCSTACKS$mNULS$n1$q2$rY$sY$tBOOK$u12/23/2004