01512cam a22003614a 4500999001700000003000800017005001700025007000300042008004100045020002800086020001800114035002300132040001800155041000800173042000800181050002300189082001400212245010800226260004900334300003300383440003100416504005100447505032000498650002400818650003300842650003200875650001000907650003000917700002600947906004500973942001201018952012001030  c47169d47169BJBSDDR20230410115738.0ta051227s2006    njua     b    001 0 eng    a0131467441 (alk. paper)  a9780131467446  a(OCoLC)ocm62872452  aDLCcDLCbspa  aeng  apcc14aHG 6024bC912 200600a332.64/5700aCredit derivatives :ba primer on credit risk, modeling, and instruments /cGeorge Chacko ... [et al.].  aUpper Saddle River, N.J. :bWharton,cc2006.  aix, 256 p. :bill. ;c24 cm. 0aWharton School publishing   aIncludes bibliographical references and index.  aPart 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 0aCredit derivatives. 4aDerivados financieros915634 4aMercado de derivados912509 0aRisk. 4aRiesgo crediticio 9125101 aChacko, George917424  a7bcbccorignewd1eecipf20gy-gencatlg  2lcccBK  001040708CSaBJBbBJBcCSd2023-04-10l0oHG 6024 C912 2006p00000074188r2018-10-24 00:00:00t1w2018-10-24yBK