Credit Risk
Pricing, Measurement, and Management
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 muc…
Mehr
CHF 158.00
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
V104:
Folgt in ca. 10 Arbeitstagen
Produktdetails
Weitere Autoren: Singleton, Kenneth J.
- ISBN: 978-0-691-09046-7
- EAN: 9780691090467
- Produktnummer: 1351947
- Verlag: Princeton University Press
- Sprache: Englisch
- Erscheinungsjahr: 2003
- Seitenangabe: 416 S.
- Masse: H24.0 cm x B16.1 cm x D2.6 cm 804 g
- Abbildungen: HC gerader Rücken mit Schutzumschlag
- Gewicht: 804
Über den Autor
Darrell Duffie is the James Irvin Miller Professor of Finance at the Graduate School of Business, Stanford University. His books include Dynamic Asset Pricing Theory (Princeton) and Futures Markets (Prentice-Hall). Kenneth J. Singleton is the C.O.G. Miller Distinguished Professor of Finance at the Graduate School of Business, Stanford University. He is the author of numerous articles in professional journals and an editor of the Review of Financial Studies.
17 weitere Werke von Darrell Duffie:
Bewertungen
Anmelden