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Item Details
Title:
CREDIT RISK
PRICING, MEASUREMENT, AND MANAGEMENT
By:
Darrell Duffie, Kenneth J Singleton
Format:
Electronic book text
List price:
£35.99
We currently do not stock this item, please contact the publisher directly for further information.
ISBN 10:
1400829178
ISBN 13:
9781400829170
Publisher:
PRINCETON UNIVERSITY PRESS
Pub. date:
12 January, 2012
Edition:
School ed.
Series:
Princeton Series in Finance
Imprint:
Princeton University Press
Returns:
Non-returnable
Some other items by this author:
CREDIT RISK (HB)
CREDIT RISK (HB)
CREDIT RISK MODELING WITH AFFINE PROCESSES (PB)
CREDIT RISK PRICING, MEASUREMENT AND MANAGEMENT (PB)
DARK MARKETS
DARK MARKETS (HB)
DYNAMIC ASSET PRICING THEORY
DYNAMIC ASSET PRICING THEORY (HB)
DYNAMIC ASSET PRICING THEORY (PB)
EMPIRICAL DYNAMIC ASSET PRICING
FRAGMENTING MARKETS
HOW BIG BANKS FAIL AND WHAT TO DO ABOUT IT
HOW BIG BANKS FAIL AND WHAT TO DO ABOUT IT (HB)
IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES
MATHEMATICAL FINANCE (HB)
MATHEMATICAL FINANCE (PB)
MEASURING CORPORATE DEFAULT RISK (HB)
MULTIPERIOD SECURITIES MARKETS WITH DIFF (PB)
MULTIPERIOD SECURITIES MARKETS WITH DIFFERENTIAL INFORMATION
MULTIPERIOD SECURITIES MARKETS WITH DIFFERENTIAL INFORMATION
MULTIPERIOD SECURITIES MARKETS WITH DIFFERENTIAL INFORMATION (HB)
MULTIPERIOD SECURITIES MARKETS, WITH DIFFERENTIAL INFORMATION
SECURITY MARKETS (HB)
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