[PDF.14so] Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance)

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

[PDF.lw87] Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance)

Credit Risk: Pricing, Measurement,  Darrell Duffie, Kenneth J. Singleton epub
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 | #1882811 in eBooks |  2012-01-12 |  2012-01-12 | File type: PDF

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||1 of 1 people found the following review helpful.| Decent, though not excellent|By jushu|"Credit Risk" by Duffie/Singleton, two of the most distinguished scholars in the field, appears trying to be lots of things at the same time: (graduate) textbook, bridge between academia and finance practice, and more digestable review of their own work. Although it does not live up entirely to these promises, it is still a decent buy for i| |"This is certainly the best book on credit risk available on the market for academics and practitioners. I recommend the book to academics and professionals, and also for the teaching of credit risk at Masters and PhD levels."--Georges Dionne, Journal of

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 sophisti...

You can specify the type of files you want, for your device.Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance)   |  Darrell Duffie, Kenneth J. Singleton. Which are the reasons I like to read books. Great story by a great author.

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