TY  - BOOK
AU  - Servigny,Arnaud de
AU  - Renault,Olivier
TI  - Measuring and managing credit risk
SN  - 0071417559 (hardcover : alk. paper)
AV  - HG3751 .S47 2004
U1  - 332.10681 22
PY  - 2004///
CY  - New York
PB  - McGraw-Hill
KW  - Credit
KW  - Management
KW  - Mathematical models
KW  - Local
KW  - Default Finance
KW  - Derivative securities
KW  - Credit ratings
KW  - Risk management
N1  - 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
UR  - http://www.loc.gov/catdir/bios/mh042/2003018949.html
UR  - http://www.loc.gov/catdir/description/mh041/2003018949.html
UR  - http://www.loc.gov/catdir/toc/ecip048/2003018949.html
ER  -