a primer on credit risk, modeling, and instruments Chacko, George text bibliography nju Upper Saddle River, N.J Wharton c2006 2006 monographic eng

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ix, 256 p. : ill. ; 24 cm. 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 George Chacko ... [et al.]. Includes bibliographical references and index. Credit derivatives Derivados financieros Mercado de derivados Risk Riesgo crediticio HG 6024 C912 2006 332.64/57 0131467441 (alk. paper) 9780131467446 DLC 051227 20230410115738.0 spa