Duffie Singleton (14 results)
Language: English
Published by New Age International (P) Ltd., 2007
- Softcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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£ 10.28
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Condition: New. pp. xvi + 396 Figures.
Language: English
Published by Princeton University Press, 2003
- Hardcover
Seller: Anybook.com, Lincoln, United KingdomAnybook.com
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£ 4.56
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Condition: Good. 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.
Language: English
Published by New Age International (P) Ltd., 2005
- Hardcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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£ 12.57
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Condition: New. pp. 416.
Language: English
Published by Princeton University Press, 2003
- Hardcover
Seller: Anybook.com, Lincoln, United KingdomAnybook.com
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£ 9.86
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Condition: Good. 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.
Language: English
Published by Princeton University Press, 2003
- Hardcover
Seller: SHIMEDIA, Brooklyn, NY, U.S.A.SHIMEDIA
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£ 99.20
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Language: English
Published by Princeton University Press, 2003
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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£ 111.41
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Condition: New.
Language: English
Published by Princeton University Press, US, 2003
- Hardcover
Seller: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
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£ 113.43
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Hardback. Condition: 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 o…f 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 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.
Language: English
Published by Princeton University Press, 2003
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
£ 128.30
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Condition: As New. Unread book in perfect condition.
Language: English
Published by Princeton University Press, 2003
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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£ 112.48
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Condition: New.
Language: English
Published by Princeton University Press, 2003
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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£ 130.54
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Condition: As New. Unread book in perfect condition.
Language: English
Published by Princeton University Press, US, 2003
- Hardcover
Seller: Rarewaves USA United, OSWEGO, IL, U.S.A.Rarewaves USA United
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£ 112.00
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Hardback. Condition: 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 o…f 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 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.
Language: English
Published by Princeton University Press, 2003
- Hardcover
Seller: moluna, Greven, Germanymoluna
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£ 129.21
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Condition: 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.
Language: English
Published by Princeton Univ Pr, 2003
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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£ 160.76
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Hardcover. Condition: Brand New. illustrated edition. 464 pages. 9.25x6.25x1.50 inches. In Stock.
Published by Princeton University Press, 2003
Seller: Miliardi di Parole, Pietra Marazzi, AL, ItalyMiliardi di Parole
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£ 29.77
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Add to basketCondition: Buone. inglese Condizioni dell'esterno: Buone Condizioni dell'interno: Buone.
