000			01722nam a2200361Ia 4500
001			281732
003			OCoLC
005			20160527200240.0
008			030828s2004 nyua b 000 0 eng
010			_a 2003018949
020			_a0071417559 (hardcover : alk. paper)
035			_a(OCoLC)52963309
040			_aDLC _cDLC _dIBS _dBAKER _dBTCTA _dLVB _dYDXCP
042			_apcc
049			_aPUXA
050	0	0	_aHG3751 _b.S47 2004
082	0	0	_a332.10681 _bS4919m _222
100	1		_aServigny, Arnaud de. _2Local _9168891
245	1	0	_aMeasuring and managing credit risk _cArnaud de Servigny, Olivier Renault.
260			_aNew York _bMcGraw-Hill _cc2004.
300			_axi, 466 p. _bill. _c24 cm.
504			_aIncludes bibliographical references.
505	0		_aCredit, 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.
650		0	_aCredit _xManagement _xMathematical models. _2Local _981939
650		0	_aDefault Finance _2Local _985030
650		0	_aDerivative securities _2Local _985906
650		0	_aCredit ratings. _2Local _981947
650		0	_aRisk management _xMathematical models. _2Local _9159856
700	1		_aRenault, Olivier. _2Local _9158375
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/bios/mh042/2003018949.html
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/description/mh041/2003018949.html
856	4	1	_3Table of contents _uhttp://www.loc.gov/catdir/toc/ecip048/2003018949.html
999			_c202944 _d202944