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

Darrell Duffie

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Credit Risk: Pricing, Measurement, and Management - Princeton Series in Finance

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.

Media Books     Hardcover Book   (Book with hard spine and cover)
Released January 26, 2003
ISBN13 9780691090467
Publishers Princeton University Press
Pages 416
Dimensions 166 × 239 × 33 mm   ·   720 g
Language English  
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