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Credit Risk: Pricing, Measurement, and Management - Princeton Series in Finance Darrell Duffie
Credit Risk: Pricing, Measurement, and Management - Princeton Series in Finance
Darrell Duffie
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.
416 pages, 137 line illus. 34 tables.
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 26 de janeiro de 2003 |
| ISBN13 | 9780691090467 |
| Editoras | Princeton University Press |
| Páginas | 416 |
| Dimensões | 166 × 239 × 33 mm · 720 g |
| Idioma | Inglês |