Credit Risk: Pricing, Measurement, and Management - Princeton Series in Finance - Darrell Duffie - Libros - Princeton University Press - 9780691090467 - 26 de enero de 2003
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Credit Risk: Pricing, Measurement, and Management - Princeton Series in Finance

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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.

Medios de comunicación Libros     Hardcover Book   (Libro con lomo y cubierta duros)
Publicado 26 de enero de 2003
ISBN13 9780691090467
Editores Princeton University Press
Páginas 416
Dimensiones 166 × 239 × 33 mm   ·   720 g
Lengua Inglés  

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