Paperback. Condition: New. New Condition. Clean crisp tight copy, no marks or tears. Email Notification. Satisfaction Guaranteed.
Language: English
Published by New Age International (P) Ltd., 2007
ISBN 10: 8122421725 ISBN 13: 9788122421729
Seller: Majestic Books, Hounslow, United Kingdom
Condition: New. pp. xvi + 310.
Condition: New.
Condition: As New. Unread book in perfect condition.
Condition: New.
Condition: As New. Unread book in perfect condition.
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: Anybook.com, Lincoln, United Kingdom
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. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9780691089294.
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: Brook Bookstore On Demand, Napoli, NA, Italy
Condition: new.
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
First Edition
Condition: New. Series: Princeton Series in Finance. Num Pages: 328 pages, 45 line illus. 30 tables. BIC Classification: KFFL; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 246 x 167 x 26. Weight in Grams: 634. . 2004. First Edition. Hardcover. . . . .
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: PBShop.store US, Wood Dale, IL, U.S.A.
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New.
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition.
Language: English
Published by Princeton University Press, US, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: Rarewaves USA, OSWEGO, IL, U.S.A.
Hardback. Condition: New. Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk. David Lando considers the two broad approaches to credit risk analysis: that based on classical option pricing models on the one hand, and on a direct modeling of the default probability of issuers on the other. He offers insights that can be drawn from each approach and demonstrates that the distinction between the two approaches is not at all clear-cut. The book strikes a fruitful balance between quickly presenting the basic ideas of the models and offering enough detail so readers can derive and implement the models themselves. The discussion of the models and their limitations and five technical appendixes help readers expand and generalize the models themselves or to understand existing generalizations.The book emphasizes models for pricing as well as statistical techniques for estimating their parameters. Applications include rating-based modeling, modeling of dependent defaults, swap- and corporate-yield curve dynamics, credit default swaps, and collateralized debt obligations.
Language: English
Published by Princeton University Press, US, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Hardback. Condition: New. Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk. David Lando considers the two broad approaches to credit risk analysis: that based on classical option pricing models on the one hand, and on a direct modeling of the default probability of issuers on the other. He offers insights that can be drawn from each approach and demonstrates that the distinction between the two approaches is not at all clear-cut. The book strikes a fruitful balance between quickly presenting the basic ideas of the models and offering enough detail so readers can derive and implement the models themselves. The discussion of the models and their limitations and five technical appendixes help readers expand and generalize the models themselves or to understand existing generalizations.The book emphasizes models for pricing as well as statistical techniques for estimating their parameters. Applications include rating-based modeling, modeling of dependent defaults, swap- and corporate-yield curve dynamics, credit default swaps, and collateralized debt obligations.
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: Majestic Books, Hounslow, United Kingdom
Condition: New. pp. xvi + 310 Illus.
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Hardback. Condition: New. New copy - Usually dispatched within 4 working days.
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: Kennys Bookstore, Olney, MD, U.S.A.
Condition: New. Series: Princeton Series in Finance. Num Pages: 328 pages, 45 line illus. 30 tables. BIC Classification: KFFL; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 246 x 167 x 26. Weight in Grams: 634. . 2004. First Edition. Hardcover. . . . . Books ship from the US and Ireland.
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: BennettBooksLtd, Los Angeles, CA, U.S.A.
hardcover. Condition: New. In shrink wrap. Looks like an interesting title!
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: As New. Unread book in perfect condition.
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: New.
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: Books Puddle, New York, NY, U.S.A.
Condition: New. pp. xvi + 310.
Language: English
Published by Princeton University Press, US, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: Rarewaves USA United, OSWEGO, IL, U.S.A.
Hardback. Condition: New. Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk. David Lando considers the two broad approaches to credit risk analysis: that based on classical option pricing models on the one hand, and on a direct modeling of the default probability of issuers on the other. He offers insights that can be drawn from each approach and demonstrates that the distinction between the two approaches is not at all clear-cut. The book strikes a fruitful balance between quickly presenting the basic ideas of the models and offering enough detail so readers can derive and implement the models themselves. The discussion of the models and their limitations and five technical appendixes help readers expand and generalize the models themselves or to understand existing generalizations.The book emphasizes models for pricing as well as statistical techniques for estimating their parameters. Applications include rating-based modeling, modeling of dependent defaults, swap- and corporate-yield curve dynamics, credit default swaps, and collateralized debt obligations.
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: moluna, Greven, Germany
Gebunden. Condition: New. Über den AutorDavid LandoKlappentextrnrnCredit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date re.
Language: English
Published by Princeton University Press, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: GoldBooks, Denver, CO, U.S.A.
Hardcover. Condition: new. New Copy. Customer Service Guaranteed.
Language: English
Published by Princeton University Press, US, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: Rarewaves.com UK, London, United Kingdom
Hardback. Condition: New. Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk. David Lando considers the two broad approaches to credit risk analysis: that based on classical option pricing models on the one hand, and on a direct modeling of the default probability of issuers on the other. He offers insights that can be drawn from each approach and demonstrates that the distinction between the two approaches is not at all clear-cut. The book strikes a fruitful balance between quickly presenting the basic ideas of the models and offering enough detail so readers can derive and implement the models themselves. The discussion of the models and their limitations and five technical appendixes help readers expand and generalize the models themselves or to understand existing generalizations.The book emphasizes models for pricing as well as statistical techniques for estimating their parameters. Applications include rating-based modeling, modeling of dependent defaults, swap- and corporate-yield curve dynamics, credit default swaps, and collateralized debt obligations.
Seller: Revaluation Books, Exeter, United Kingdom
Hardcover. Condition: Brand New. 328 pages. 9.25x6.25x1.25 inches. In Stock.
Language: English
Published by Princeton University Press Jun 2004, 2004
ISBN 10: 0691089299 ISBN 13: 9780691089294
Seller: AHA-BUCH GmbH, Einbeck, Germany
Buch. Condition: Neu. Neuware - Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk.David Lando considers the two broad approaches to credit risk analysis: that based on classical option pricing models on the one hand, and on a direct modeling of the default probability of issuers on the other. He offers insights that can be drawn from each approach and demonstrates that the distinction between the two approaches is not at all clear-cut. The book strikes a fruitful balance between quickly presenting the basic ideas of the models and offering enough detail so readers can derive and implement the models themselves. The discussion of the models and their limitations and five technical appendixes help readers expand and generalize the models themselves or to understand existing generalizations. The book emphasizes models for pricing as well as statistical techniques for estimating their parameters. Applications include rating-based modeling, modeling of dependent defaults, swap- and corporate-yield curve dynamics, credit default swaps, and collateralized debt obligations.
Language: English
Published by CreateSpace Independent Publishing Platform, 2013
ISBN 10: 1493579754 ISBN 13: 9781493579754
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. Lando Www.diogolando.com, Diogo (illustrator). 1st edition. 30 pages. 8.50x5.50x0.07 inches. This item is printed on demand.
Condition: Buone. inglese Condizioni dell'esterno: sovracopertina leggermente logorata ai bordi Condizioni dell'interno: Buone.