Servigny, Arnaud de. <br/><br/>
Measuring and managing credit risk 
Arnaud de Servigny, Olivier Renault. 
 - New York  McGraw-Hill  c2004. 
 - xi, 466 p.  ill.  24 cm. 
<br/><br/>Includes bibliographical references. 
<br/><br/>Credit, financial markets, and microeconomics -- External and internal ratings -- Default risk : quantitative methodologies -- Loss given default -- Default dependencies -- Credit risk portfolio models -- Credit risk management and strategic capital allocation -- Yield spreads -- Structured products and credit derivatives -- Regulation. 
<br/><br/><label>ISBN: </label>0071417559 (hardcover : alk. paper) 
<br/><br/><label>LCCN: </label>2003018949 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Credit--Management--Mathematical models.<br/>Default Finance<br/>Derivative securities<br/>Credit ratings.<br/>Risk management--Mathematical models.
<br/><br/><label>LC Class. No.: </label>HG3751  / .S47 2004 
<br/><br/><label>Dewey Class. No.: </label>332.10681  / S4919m