01722nam a2200361Ia 4500 281732 OCoLC 20160527200240.0 030828s2004 nyua b 000 0 eng 2003018949 0071417559 (hardcover : alk. paper) (OCoLC)52963309 DLC DLC IBS BAKER BTCTA LVB YDXCP pcc PUXA HG3751 .S47 2004 332.10681 S4919m 22 Servigny, Arnaud de. Local 168891 Measuring and managing credit risk Arnaud de Servigny, Olivier Renault. New York McGraw-Hill c2004. xi, 466 p. ill. 24 cm. Includes bibliographical references. 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. Credit Management Mathematical models. Local 81939 Default Finance Local 85030 Derivative securities Local 85906 Credit ratings. Local 81947 Risk management Mathematical models. Local 159856 Renault, Olivier. Local 158375 Contributor biographical information http://www.loc.gov/catdir/bios/mh042/2003018949.html Publisher description http://www.loc.gov/catdir/description/mh041/2003018949.html Table of contents http://www.loc.gov/catdir/toc/ecip048/2003018949.html 202944 202944 0 0 ddc 0 332_106810000000000_S4919M 0 evl 296775 10 10 1 2016-05-27 Amazon 42.13 408860 0 332.10681 S4919m 80000002321662 2016-05-27 00:00:00 r:281732 6