Duffie Darrell, Singleton Kenneth J.:
Credit Risk

Pricing, Measurement And Management

University Presses Of California, Columbia And Princeton (United States), 2003
Hardback, 464 pages
Size: 229x152 mm
ISBN: 9780691090467
ISBN-10: 0691090467

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Credit Risk

Offers a treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. This book models credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. It is intended as a resource for researchers and students.

Related links:

Darrell Duffie
Kenneth J. Singleton
Credit & credit institutions
Finance
Finance & accounting
Economics, finance, business and industry
University Presses Of California, Columbia And Princeton

More information from Wikipedia:

Darrell Duffie
Kenneth J. Singleton
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