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, 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 multiple locations in the US or from the UK, depending on stock availability.
[Wilmington, DE, U.S.A.] [Publication Year: 2003]
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Princeton Princeton University Press 2003 Hard cover New. Sewn binding. Cloth over boards. With dust jacket. 416 p. Contains: Illustrations, black & white. Princeton Finance.

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: 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]

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover .
[Bensalem, PA, U.S.A.] [Publication Year: 2003]

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press, New Jersey] Hardcover
[MADRID, Spain] [Publication Year: 2003]

New. . ISBN 0691090467 9780691090467 [US]

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover Remainder mark
[Bensalem, PA, U.S.A.] [Publication Year: 2003]

UsedLikeNew. Remainder mark ISBN 0691090467 9780691090467 [US]

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

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

Princeton University Press 2003 Hard cover New

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

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover Buy for Great customer experience
[Houston, TX, U.S.A.] [Publication Year: 2003]

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover New Copy. Customer Service Guaranteed
[Austin, TX, U.S.A.] [Publication Year: 2003]

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover
[Humble, TX, U.S.A.] [Publication Year: 2003]

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover New
[Long Beach, CA, U.S.A.] [Publication Year: 2003]

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover Gently used book with ongoing seller support until you're fully satisfied with your purchase.
[Pflugerville, TX, U.S.A.] [Publication Year: 2003]

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. 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 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.

ISBN10: 0691090467, ISBN13: 9780691090467, [publisher: Princeton University Press] Hardcover
[Moncks Corner, SC, U.S.A.] [Publication Year: 2003]