| 000 -LEADER |
|---|
| fixed length control field |
01849nam a2200253Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
140323b2004 xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783540404668 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.63 |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Schmid, Bernd |
| 9 (RLIN) |
65168 |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Credit risk pricing models: theory and practice |
| Statement of responsibility, etc. |
Schmid, Bernd |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
Berlin |
| Name of publisher, distributor, etc. |
Springer |
| Date of publication, distribution, etc. |
2004 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xi, 383 p. |
| Other physical details |
With 101 Figures and 65 Tables |
| 365 ## - TRADE PRICE |
|---|
| Price amount |
EURO 69.95 |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Spinger Finance |
| 9 (RLIN) |
65169 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This book gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice. Therefore, questions like the choice of an appropriate model, suitable parameter estimation and calibration techniques as well as back-testing issues are addressed. The book covers a broad range of financial instruments such as all kinds of defaultable fixed and floating rate debt, credit derivatives and collateralised debt obligations. In addition, there is a special emphasis on the discussion of data issues like the estimation of consistent transition matrices or the modelling of recovery rates. A lot of market data and latest credit market information completes the book. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Derivative securities - Prices - Mathematical models |
| 9 (RLIN) |
41717 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Bonds - Prices - Mathematical models |
| 9 (RLIN) |
65170 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Credit - Management |
| 9 (RLIN) |
34619 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risk management |
| 9 (RLIN) |
10369 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Books |
| 952 ## - LOCATION AND ITEM INFORMATION (KOHA) |
|---|
| -- |
00069.95 |
| -- |
EUR |
| -- |
2005-09-27 |
| -- |
Sita Books |
| -- |
00250192 |
| -- |
2005-08-10 |
| -- |
273 |
| -- |
2005-09-09 |
| -- |
F |
| -- |
003959.17 |
| -- |
10.00% |
| -- |
00000.00 |
| -- |
Prof. J R Varma |
| -- |
29-03-2005 |
