000			01765cam a2200277zu 4500
001			10049000
003			FRCYB10049000
005			20250107203458.0
006			m o d
007			cr un
008			250107s2003 fr | o|||||0|0|||eng d
020			_a9780470842911
035			_aFRCYB10049000
040			_aFR-PaCSA _ben _c _erda
100	1		_aSchonbucher, P. J.
245	0	1	_aCredit Derivatives Pricing Models _c['Schonbucher, P. J.']
264		1	_bJohn Wiley & Sons _c2003
300			_a p.
336			_btxt _2rdacontent
337			_bc _2rdamdedia
338			_bc _2rdacarrier
650		0	_a
700	0		_aSchonbucher, P. J.
856	4	0	_2Cyberlibris _uhttps://international.scholarvox.com/netsen/book/10049000 _qtext/html _a
520			_aThe credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on pricing, this title is also an excellent complement to other books on the application of credit derivatives. Based on proven techniques that have been tested time and again, this comprehensive resource provides readers with the knowledge and guidance to effectively use credit derivatives pricing models. Filled with relevant examples that are applied to real-world pricing problems, Credit Derivatives Pricing Models paves a clear path for a better understanding of this complex issue.
999			_c58000 _d58000