This domain is for sale! Follow Premium Domains on Twitter Site Map My Cart View cart: 0 items
 

Credit Risk: Pricing, Management, and Measurement

Darrell Duffie, Kenneth J. Singleton. Credit Risk: Pricing, Management, and Measurement Authors:Darrell Duffie, Kenneth J. Singleton.
Publisher:Princeton University Press
Year:2003
Serie:
Pages:464
Sizes:
Price:11692 rub.
Buy

Book Summary:
In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. The methodological rigor, scope, and sophistication of their state-of-the-art account is unparalleled, and its singularly in-depth treatment of pricing and credit derivatives further illuminates a problem that has drawn much attention in an era when financial institutions the world over are revising their credit management strategies. Duffie and Singleton offer critical assessments of alternative approaches to credit-risk modeling, while highlighting the strengths and weaknesses of current practice. Their approach blends in-depth discussions of the conceptual...

More books by Darrell Duffie, Kenneth J. Singleton

Also Bought