000 01139 a2200229 4500
020 _a0071453148 (hardcover)
020 _a9780071453141 (hardcover)
082 0 4 _a332.6457
090 _c4194
_d4194
100 1 _aBanks, Erik.
245 1 0 _aCredit derivatives :
_btechniques to manage credit risk for financial professionals /
_cErik Banks, Morton Glantz, Paul Siegel.
250 _a1st ed.
260 _a[S.l.] :
_bMcGraw-Hill,
_c2006.
300 _a304 p. ;
_c24 cm.
490 1 _aMcgraw-hill financial education series.
520 _aCredit Derivatives explains the major types of credit derivatives and their unique features, illustrating how they work in the real world through numerous examples. You will learn the key skill of pricing credit derivatives and the factors that must be taken into account, including time to maturity, probability of default, and expected recovery value.
700 1 _aGlantz, Morton.
700 1 _aSiegel, Paul.
830 0 _aMcgraw-hill financial education series.
856 4 0 _3Amazon.com
_uhttp://www.amazon.com/exec/obidos/ASIN/0071453148/chopaconline-20
942 _aNBS
_cBK
_k332.457 BAN
999 _c346645
_d346645