Credit risk pricing models: theory and practice (Record no. 49847)

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
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Permanent Location Current Location Shelving location Date acquired Item location Total Checkouts Full call number Barcode Date last seen Date checked out Price effective from Koha item type
          Vikram Sarabhai Library Vikram Sarabhai Library   2009-05-04 Slot 691 (0 Floor, West Wing) 1 332.63 S2C7/2004 158770 2019-07-02 2019-03-25 2009-09-04 Books

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