ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press, New Jersey] Hardcover Hardcover. 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
[Truganina, VIC, Australia] [Publication Year: 2003]

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover nach der Bestellung gedruckt Neuware - Printed after ordering - 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 ...
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ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover 2003. Hardcover. 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. Series: Princeton Series in Finance. Num Pages: 416 pages, 137 line illus. 34 tables. BIC Classification: KFFL; KJMD. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 239 x 166 x 33. Weight in Grams: 720. . . . . . Books ship from the US and Ireland.
[Olney, MD, U.S.A.] [Publication Year: 2003]

Princeton University Press, Date: 2003-01-06. Hardcover. Good. 2003. Princeton University Press ISBN 0691090467 9780691090467 [US]

Princeton University Press, Date: 2003. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:0691090467 2003. Princeton University Press ISBN 0691090467 9780691090467 [GB]

Princeton University Press, Date: 2003. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:0691090467 2003. Princeton University Press ISBN 0691090467 9780691090467 [GB]

Princeton University Press, Date: 2003. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:0691090467 2003. Princeton University Press ISBN 0691090467 9780691090467 [GB]

Princeton University Press. Used - Good. Ships from UK in 48 hours or less (usually same day). Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. 100% money back guarantee. We are a world class secondhand bookstore based in Hertfordshire, United Kingdom and specialize in high quality textbooks across an enormous variety of subjects. We aim to provide a vast range of textbooks, rare and collectible books at a great price. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. We provide a 100% money back guarantee and are dedicated to providing our customers with the highest standards of service in the bookselling industry. Princeton University Press ISBN 0691090467 9780691090467 [GB]

New. . ISBN 0691090467 9780691090467 [US]

New. . ISBN 0691090467 9780691090467 [US]

UsedLikeNew. Remainder mark ISBN 0691090467 9780691090467 [US]

New. . ISBN 0691090467 9780691090467 [US]

Princeton University Press, Date: 2003. Hardcover. Like New. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less.Dust jacket quality is not guaranteed. 2003. Princeton University Press ISBN 0691090467 9780691090467 [US]

Princeton University Press 2003 Hard cover This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Clean from markings. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 850grams, ISBN: 9780691090467.

Princeton University Press 2003 Hard cover This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 800grams, ISBN: 0691090467.

Princeton University Press 2003 Hard cover This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 800grams, ISBN: 0691090467.

Princeton University Press 2003 Hard cover This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 800grams, ISBN: 0691090467.

Princeton Princeton University Press 2003 Hard cover Good. Sewn binding. Cloth over boards. With dust jacket. 416 p. Contains: Illustrations, black & white. Princeton Finance. 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.

Princeton University Press 2003 Hard cover Good Ships from UK in 48 hours or less (usually same day). Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. 100% money back guarantee. We are a world class secondhand bookstore based in Hertfordshire, United Kingdom and specialize in high quality textbooks across an enormous variety of subjects. We aim to provide a vast range of textbooks, rare and collectible books at a great price. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. We provide a 100% money back guarantee and are dedicated to providing our customers with the highest standards of service in the bookselling industry.

Princeton University Press 2003 Hard cover Fine Remainder mark.

Princeton University Press 2003-01-26 Hardcover New Size: 98x15x147; New. In shrink wrap. Looks like an interesting title!

Princeton University Press 2003 Hardcover Fine Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less.

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:0691090467
[Lincoln, United Kingdom] [Publication Year: 2003]

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:0691090467
[Lincoln, United Kingdom] [Publication Year: 2003]

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:0691090467
[Lincoln, United Kingdom] [Publication Year: 2003]