01521cam a22003614a 4500 47169 47169 BJBSDDR 20230410115738.0 ta 051227s2006 njua b 001 0 eng 0131467441 (alk. paper) 9780131467446 (OCoLC)ocm62872452 DLC DLC spa eng pcc HG 6024 C912 2006 332.64/57 Credit derivatives : a primer on credit risk, modeling, and instruments / George Chacko ... [et al.]. Upper Saddle River, N.J. : Wharton, c2006. ix, 256 p. : ill. ; 24 cm. Wharton School publishing Includes bibliographical references and index. Part I:What Is Credit Risk? 1 1 INTRODUCTION 3 2 ABOUT CREDIT RISK 9 Part II: Credit Risk Modeling 61 3 MODELING CREDIT RISK: STRUCTURAL APPROACH 63 4 MODELING CREDIT RISK: ALTERNATIVE APPROACHES 119 Part III: Typical Credit Derivatives 145 5 CREDIT DEFAULT SWAPS 147 6 COLLATERALIZED DEBT OBLIGATIONS 191 INDEX 247 Credit derivatives. Derivados financieros 15634 Mercado de derivados 12509 Risk. Riesgo crediticio 12510 Chacko, George 17424 7 cbc orignew 1 ecip 20 y-gencatlg lcc BK 0 0 0 0 CS BJB BJB CS 2023-04-10 0 HG 6024 C912 2006 00000074188 2018-10-24 00:00:00 1 2018-10-24 BK