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Credit risk : pricing, measurement, and management /

"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, Darrel Duffie and Kenneth Singleton model credit risk for...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Duffie, Darrell
Autres auteurs: Singleton, Kenneth J.
Format: Électronique eBook
Langue:Inglés
Publié: Princeton, N.J. : Princeton University Press, ©2003.
Collection:Princeton series in finance.
Sujets:
Accès en ligne:Texto completo