Credit risk : pricing measurement and management (Record no. 12762)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01209nam a2200253Ia 4500 |
| 001 - CONTROL NUMBER | |
| control field | M12641 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250219143858.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250219s9999 xx 000 0 und d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 8122421687 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | "Duffie, Darrell" |
| 245 #0 - TITLE STATEMENT | |
| Title | Credit risk : pricing measurement and management |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 0 |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | New Delhi |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Name of publisher, distributor, etc. | "New Age International Pvt. Ltd.," |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | c2007 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | "xvi,396p. : ill. ;24cm." |
| 490 ## - SERIES STATEMENT | |
| Series statement | Princeton series in finance |
| 500 ## - GENERAL NOTE | |
| General note | includes bibliographical references and index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Contents: Economic principles of risk management -- Default arrival: historical patterns and statistical models -- Ratings transitions: historical patterns and statistical models -- Conceptual approaches to valuation of default risk -- Pricing corporate and sovereign bonds -- Empirical models of defaultable bond spreads -- Credit swaps -- Optional credit pricing -- Correlated defaults -- Collateralized debt obligations -- Over-the-counter default risk and valuation -- Integrated market and credit risk measurement. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Credit --Management |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Risk management |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | "Singleton, Kenneth J" |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | BOOKS |
| Date last seen | Total checkouts | Full call number | Barcode | Price effective from | Koha item type | Lost status | Damaged status | Not for loan | Withdrawn status | Home library | Current library | Shelving location | Date acquired |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 19.02.2025 | 332.7 P7 | M12641 | 19.02.2025 | BOOKS | AMRITA SCHOOL OF BUSINESS | AMRITA SCHOOL OF BUSINESS | GM-61-R2 | 19.02.2025 |