VU Boekhandel

Credit Risk Pricing, Measurement, and Management

Hoofdkenmerken

Auteur:	Duffie, Darrell; Singleton
Titel:	Credit Risk Pricing, Measurement, and Management
Uitgever:	Princeton University Press
ISBN:	9780691090467
ISBN boekversie:	9781400829170
Serie:	Princeton Series in Finance
Land van oorsprong:	United States
Prijs:	€ 94.25
Verschijningsdatum:	26-01-2003
Bericht:	Langere levertijd (2-3 weken)

Inhoudelijke kenmerken

Categorie:	Management decision making
Geillustreerd:	137 line illus. 34 tables.
Dewey code:	332.7

Technische kenmerken

Verschijningsvorm:	Hardback
Paginas:	416
Hoogte mm.:	239
Breedte mm.:	166
Dikte mm.:	33
Gewicht gr.:	720

Inhoud:

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.