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Credit Risk

- Pricing, Measurement, and Management

af Darrell Duffie

indgår i Princeton Series in Finance serien

Credit Risk af Darrell Duffie
Bag om Credit Risk

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780691090467
  • Indbinding:
  • Hardback
  • Sideantal:
  • 416
  • Udgivet:
  • 26. januar 2003
  • Størrelse:
  • 166x239x33 mm.
  • Vægt:
  • 720 g.
  • 8-11 hverdage.
  • 26. november 2024

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Abonnementspris

- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

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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.

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