Name: Credit Risk
Price: 1391.95 DKK
Availability: InStock
Author: Darrell Duffie
ISBN: 9780691090467

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Hardback
8-11 hverdage
1.391,95 kr.

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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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Sprog:
Engelsk

ISBN:
9780691090467

Forlag:
Princeton University Press

Indbinding:
Hardback

Sideantal:
416

Udgivet:
26. januar 2003

Størrelse:
166x239x33 mm.

Vægt:
720 g.

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Leveringstid: 8-11 hverdage

Forventet levering: 10. december 2024

Forlænget returret til d. 31. januar 2025

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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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