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LEADER 01771cam a22004214a 4500

001 ocm53903675;

003 OCoLC;

005 20141212181034.0;

008 031210s2004 njua b 001 0 eng ;

010 a| 2003068990;

015 a| GBA4X50922| bnb;

016 7 a| 0128764572| Uk;

020 a| 0691089299 (cl : alk. paper);

035 a| (Sirsi) o53903675;

035 a| (OCoLC)53903675;

042 a| pcc;

049 a| EREE;

050 00 a| HG3751b| .L36 2004;

082 00 a| 332.7/01/12| 22;

100 1 a| Lando, David,d| 1964-=| ^A589443;

245 10 a| Credit risk modeling :b| theory and applications /c| David Lando.;

300 a| xvi, 310 pages :b| illustrations ;c| 24 cm.;

336 a| text2| rdacontent;

337 a| unmediated2| rdamedia;

338 a| volume2| rdacarrier;

490 1 a| Princeton series in finance;

504 a| Includes bibliographical references (p. [297]-306) and index.;

505 0 a| Corporate liabilities as contingent claims -- Endogenous default boundaries and optimal capital structure -- Statistical techniques for analyzing defaults -- Intensity modeling -- Rating-based term-structure models -- Credit risk and interest-rate swaps -- Credit default swaps, CDOs, and related products -- Modeling dependent defaults.;

650 0 a| Creditx| Management.=| ^A27576;

650 0 a| Risk management.=| ^A117330;

650 0 a| Corporationsx| Finance.=| ^A15883;

830 0 a| Princeton series in finance.=| ^A525958;

994 a| X0b| ERE;

596 a| 1;

998 a| 984456;

999 a| HG3751 .L36 2004w| LCc| 1i| 30372013282717d| 4/26/2018e| 4/15/2018f| 3/16/2009g| 1l| JGESm| JOYNERn| 1p| $54.60q| 1r| Ys| Yt| JGESBKu| 11/19/2004x| BOOKz| JSTACKSo| .STAFF. 0;

Credit risk modeling : theory and applications / David Lando.

Author/creator	Lando, David, 1964-
Format	Book
Publication Info	Princeton : Princeton University Press, ©2004.
Description	xvi, 310 pages : illustrations ; 24 cm.
Subjects	Credit--Management. Risk management. Corporations--Finance.

Series	Princeton series in finance Princeton series in finance. ^A525958
Contents	Corporate liabilities as contingent claims -- Endogenous default boundaries and optimal capital structure -- Statistical techniques for analyzing defaults -- Intensity modeling -- Rating-based term-structure models -- Credit risk and interest-rate swaps -- Credit default swaps, CDOs, and related products -- Modeling dependent defaults.
Bibliography note	Includes bibliographical references (p. [297]-306) and index.
LCCN	2003068990
ISBN	0691089299 (cl : alk. paper)

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Library	Location	Call Number	Status	Item Actions
Joyner	General Stacks	HG3751 .L36 2004	✔ Available	Place Hold

Credit risk modeling : theory and applications / David Lando.

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