Published by Princeton University Press, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
Seller: SecondSale, Montgomery, IL, U.S.A.
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Published by Princeton University Press, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
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Published by Princeton University Press, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
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Hardcover. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.67.
Published by New Age International (P) Ltd., 2007
ISBN 10: 8122421687 ISBN 13: 9788122421682
Language: English
Seller: Majestic Books, Hounslow, United Kingdom
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Add to basketCondition: New. pp. xvi + 396 Figures.
Published by New Age International (P) Ltd., 2005
ISBN 10: 8122416993 ISBN 13: 9788122416992
Language: English
Seller: Majestic Books, Hounslow, United Kingdom
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Published by Princeton University Press, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
Seller: Labyrinth Books, Princeton, NJ, U.S.A.
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Published by Princeton University Press, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.
Published by Princeton University Press, New Jersey, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
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Published by Princeton University Press, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
Seller: GreatBookPrices, Columbia, MD, U.S.A.
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Published by Princeton University Press, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Add to basketCondition: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.
Published by Princeton University Press, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Published by Princeton University Press, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
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Published by Princeton University Press, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
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Published by Princeton University Press, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
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Published by Princeton University Press, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
Seller: Rarewaves USA, OSWEGO, IL, U.S.A.
Hardback. Condition: New. In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. The methodological rigor, scope, and sophistication of their state-of-the-art account is unparalleled, and its singularly in-depth treatment of pricing and credit derivatives further illuminates a problem that has drawn much attention in an era when financial institutions the world over are revising their credit management strategies. Duffie and Singleton offer critical assessments of alternative approaches to credit-risk modeling, while highlighting the strengths and weaknesses of current practice. Their approach blends in-depth discussions of the conceptual foundations of modeling with extensive analyses of the empirical properties of such credit-related time series as default probabilities, recoveries, ratings transitions, and yield spreads.Both the "structura" and "reduced-form" approaches to pricing defaultable securities are presented, and their comparative fits to historical data are assessed. The authors also provide a comprehensive treatment of the pricing of credit derivatives, including credit swaps, collateralized debt obligations, credit guarantees, lines of credit, and spread options. Not least, they describe certain enhancements to current pricing and management practices that, they argue, will better position financial institutions for future changes in the financial markets. Credit Risk is an indispensable resource for risk managers, traders or regulators dealing with financial products with a significant credit risk component, as well as for academic researchers and students.
Published by Princeton University Press, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
Seller: moluna, Greven, Germany
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Add to basketCondition: New. 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 se.
Published by Princeton University Press, 2003
ISBN 10: 0691090467 ISBN 13: 9780691090467
Language: English
Seller: Rarewaves USA United, OSWEGO, IL, U.S.A.
US$ 176.04
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Add to basketHardback. Condition: New. In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. The methodological rigor, scope, and sophistication of their state-of-the-art account is unparalleled, and its singularly in-depth treatment of pricing and credit derivatives further illuminates a problem that has drawn much attention in an era when financial institutions the world over are revising their credit management strategies. Duffie and Singleton offer critical assessments of alternative approaches to credit-risk modeling, while highlighting the strengths and weaknesses of current practice. Their approach blends in-depth discussions of the conceptual foundations of modeling with extensive analyses of the empirical properties of such credit-related time series as default probabilities, recoveries, ratings transitions, and yield spreads.Both the "structura" and "reduced-form" approaches to pricing defaultable securities are presented, and their comparative fits to historical data are assessed. The authors also provide a comprehensive treatment of the pricing of credit derivatives, including credit swaps, collateralized debt obligations, credit guarantees, lines of credit, and spread options. Not least, they describe certain enhancements to current pricing and management practices that, they argue, will better position financial institutions for future changes in the financial markets. Credit Risk is an indispensable resource for risk managers, traders or regulators dealing with financial products with a significant credit risk component, as well as for academic researchers and students.
US$ 224.46
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Add to basketHardcover. Condition: Brand New. illustrated edition. 464 pages. 9.25x6.25x1.50 inches. In Stock.
Published by Princeton University Press, 2003
Seller: Miliardi di Parole, Pietra Marazzi, AL, Italy
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Add to basketCondition: Buone. inglese Condizioni dell'esterno: Buone Condizioni dell'interno: Buone.
Seller: Revaluation Books, Exeter, United Kingdom
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Add to basketHardcover. Condition: Brand New. illustrated edition. 464 pages. 9.25x6.25x1.50 inches. In Stock. This item is printed on demand.