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Credit Risk
- Pricing, Measurement, and Management
Engelsk
Bogcover for Credit Risk af Kenneth J. Singleton, Darrell Duffie, 9780691090467
Specifikationer
Sprog:
Engelsk
Sider:
416
ISBN-13:
9780691090467
Indbinding:
Hardback
ISBN-10:
0691090467
Udg. Dato:
26 jan 2003
Størrelse i cm:
23,9 x 16,6 x 3,3
Oplagsdato:
26 jan 2003

Credit Risk

- Pricing, Measurement, and Management
Engelsk
Hardback 2003
Format:

Bog beskrivelse
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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Specifikationer
Sprog:
Engelsk
Sider:
416
ISBN-13:
9780691090467
Indbinding:
Hardback
ISBN-10:
0691090467
Udg. Dato:
26 jan 2003
Størrelse i cm:
23,9 x 16,6 x 3,3
Oplagsdato:
26 jan 2003
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