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

by Darrell Duffie (Author), Darrell Duffie (Author), Kenneth J. Singleton (Author)

• New

  Hardcover
  2003

  $69.86

  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.