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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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 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]

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]

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]

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]

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]

Princeton University Press. Used - Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects. Princeton University Press ISBN 0691090467 9780691090467 [US]

Princeton University Press. Used - Good. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Princeton University Press ISBN 0691090467 9780691090467 [US]

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover Used book that is in clean, average condition without any missing pages.
[Mishawaka, IN, U.S.A.] [Publication Year: 2003]

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover Good condition. This is the average used book, that has all pages or leaves present, but may include writing. Book may be ex-library with stamps and stickers.
[Tucson, AZ, U.S.A.] [Publication Year: 2003]

UsedVeryGood. signs of little wear on the cover. ISBN 0691090467 9780691090467 [US]

UsedLikeNew. Remainder mark ISBN 0691090467 9780691090467 [US]

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover Buy with confidence! Book is in new, never-used condition
[Amherst, NY, U.S.A.] [Publication Year: 2003]

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: University Press Group Ltd] 396 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband leicht staubschmutzig; Kanten bestossen, ansonsten ordentlicher Gebrauchtzustand; Sprache: Englisch Gewicht in Gramm: 720
[Welling, Germany] [Publication Year: 2003]
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ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover 416 S. Gepflegter, sauberer Zustand. 2541552/2 Gebundene Ausgabe, Maße: 15.6 cm x 2.39 cm x 23.39 cm
[Trebbin, Germany] [Publication Year: 2003]

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 UK warehouse or from our Australian or US warehouses, depending on stock availability.
[Stevenage, United Kingdom] [Publication Year: 2003]
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UsedVeryGood. signs of little wear on the cover. ISBN 0691090467 9780691090467 [US]

Princeton University Press 2003 Hard cover New

Princeton University Press 2003 Hard cover Very good Signs of little wear on the cover.