Darrell duffie kenneth singleton (14 résultats)
Langue : anglais
Edité par Princeton University Press 06/01/2003, 2003
- Couverture rigide
Vendeur : Bahamut Media, Reading, Royaume-UniBahamut Media
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EUR 7,72
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Hardcover. Etat : Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee.Offers a treatment of the conceptual, practical, and e…mpirical 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.
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Langue : anglais
Edité par Princeton University Press, 2003
- Couverture rigide
Vendeur : -OnTimeBooks-, Phoenix, AZ, Etats-Unis-OnTimeBooks-
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EUR 17,66
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Etat : very_good. Gently read. May have name of previous ownership, or ex-library edition. Binding tight; spine straight and smooth, with no creasing; covers clean and crisp. Minimal signs of handling or shelving. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships…USPS Media Mail.
Langue : anglais
Edité par New Age International (P) Ltd., 2007
- Couverture souple
Vendeur : Majestic Books, Hounslow, Royaume-UniMajestic Books
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EUR 12,04
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Etat : New. pp. xvi + 396 Figures.
Langue : anglais
Edité par New Age International (P) Ltd., 2005
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Vendeur : Majestic Books, Hounslow, Royaume-UniMajestic Books
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EUR 14,73
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Etat : New. pp. 416.
Langue : anglais
Edité par Princeton University Press, 2003
- Couverture rigide
Vendeur : SHIMEDIA, Brooklyn, NY, Etats-UnisSHIMEDIA
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EUR 116,19
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Etat : New. Satisfaction Guaranteed or your money back.
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Langue : anglais
Edité par Princeton University Press, 2003
- Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-UnisGreatBookPrices
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EUR 130,50
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Etat : New.
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Langue : anglais
Edité par Princeton University Press, US, 2003
- Couverture rigide
Vendeur : Rarewaves USA, OSWEGO, IL, Etats-UnisRarewaves USA
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EUR 132,87
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Hardback. Etat : 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 me…asuring 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.
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Langue : anglais
Edité par Princeton University Press, 2003
- Couverture rigide
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-UniGreatBookPricesUK
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EUR 136,58
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Etat : New.
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Langue : anglais
Edité par Princeton University Press, 2003
- Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-UnisGreatBookPrices
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EUR 150,28
EUR 2,29 expéditionExpédition nationale : Etats-UnisQuantité disponible : 15 disponible(s)
Etat : As New. Unread book in perfect condition.
- Autres images
Langue : anglais
Edité par Princeton University Press, 2003
- Couverture rigide
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-UniGreatBookPricesUK
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EUR 158,67
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Etat : As New. Unread book in perfect condition.
- Autres images
Langue : anglais
Edité par Princeton University Press, US, 2003
- Couverture rigide
Vendeur : Rarewaves USA United, OSWEGO, IL, Etats-UnisRarewaves USA United
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EUR 135,34
EUR 43,39 expéditionExpédition nationale : Etats-UnisQuantité disponible : Plus de 20 disponibles
Hardback. Etat : 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 me…asuring 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.
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Langue : anglais
Edité par Princeton University Press, 2003
- Couverture rigide
Vendeur : moluna, Greven, Allemagnemoluna
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EUR 146,87
EUR 48,99 expéditionExpédition depuis Allemagne vers Etats-UnisQuantité disponible : Plus de 20 disponibles
Etat : 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.
Langue : anglais
Edité par Princeton Univ Pr, 2003
- Couverture rigide
Vendeur : Revaluation Books, Exeter, Royaume-UniRevaluation Books
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EUR 194,62
EUR 14,60 expéditionExpédition depuis Royaume-Uni vers Etats-UnisQuantité disponible : 2 disponible(s)
Hardcover. Etat : Brand New. illustrated edition. 464 pages. 9.25x6.25x1.50 inches. In Stock.
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Edité par Princeton University Press, 2003
Vendeur : Miliardi di Parole, Pietra Marazzi, AL, ItalieMiliardi di Parole
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EUR 33,84
EUR 22,40 expéditionExpédition depuis Italie vers Etats-UnisQuantité disponible : 1 disponible(s)
Ajouter au panierEtat : Buone. inglese Condizioni dell'esterno: Buone Condizioni dell'interno: Buone.
