Singleton Kenneth Duffie Darrell (15 results)
Language: English
Published by Princeton University Press 2003
Series: Princeton Series in Finance, Book 4 of 5. Book 4 of 5 - Princeton Series in Finance
- Hardcover
Seller: Better World Books Ltd, Dunfermline, United KingdomBetter World Books Ltd
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£ 5.62
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Condition: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
Language: English
Published by Princeton University Press 2003
Series: Princeton Series in Finance, Book 4 of 5. Book 4 of 5 - Princeton Series in Finance
- Hardcover
Seller: -OnTimeBooks-, Phoenix, AZ, U.S.A.-OnTimeBooks-
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£ 16.13
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Condition: 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! Sh…ips USPS Media Mail.
Language: English
Published by New Age International (P) Ltd. 2007
Series: Princeton Series in Finance, Book 4 of 5. Book 4 of 5 - Princeton Series in Finance
- Softcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
£ 9.80
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Condition: New. pp. xvi + 396 Figures.
Language: English
Published by New Age International (P) Ltd. 2005
Series: Princeton Series in Finance, Book 4 of 5. Book 4 of 5 - Princeton Series in Finance
- Hardcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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£ 12.86
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Condition: New. pp. 416.
Language: English
Published by Princeton University Press, New Jersey 2003
Series: Princeton Series in Finance, Book 4 of 5. Book 4 of 5 - Princeton Series in Finance
- Hardcover
Seller: MARCIAL PONS LIBRERO, MADRID, M, SpainMARCIAL PONS LIBRERO
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£ 59.62
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TAPA DURA. Condition: New.
Language: English
Published by Princeton University Press 2003
Series: Princeton Series in Finance, Book 4 of 5. Book 4 of 5 - Princeton Series in Finance
- Hardcover
Seller: SHIMEDIA, Brooklyn, NY, U.S.A.SHIMEDIA
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£ 101.43
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Condition: New. Satisfaction Guaranteed or your money back.
Language: English
Published by Princeton University Press 2003
Series: Princeton Series in Finance, Book 4 of 5. Book 4 of 5 - Princeton Series in Finance
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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£ 113.92
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Condition: New.
Language: English
Published by Princeton University Press, US 2003
Series: Princeton Series in Finance, Book 4 of 5. Book 4 of 5 - Princeton Series in Finance
- Hardcover
Seller: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
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£ 115.99
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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
Series: Princeton Series in Finance, Book 4 of 5. Book 4 of 5 - Princeton Series in Finance
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
£ 130.95
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Condition: As New. Unread book in perfect condition.
Language: English
Published by Princeton University Press 2003
Series: Princeton Series in Finance, Book 4 of 5. Book 4 of 5 - Princeton Series in Finance
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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£ 114.30
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Condition: New.
Language: English
Published by Princeton University Press 2003
Series: Princeton Series in Finance, Book 4 of 5. Book 4 of 5 - Princeton Series in Finance
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
£ 133.09
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Condition: As New. Unread book in perfect condition.
Language: English
Published by Princeton University Press, US 2003
Series: Princeton Series in Finance, Book 4 of 5. Book 4 of 5 - Princeton Series in Finance
- Hardcover
Seller: Rarewaves USA United, OSWEGO, IL, U.S.A.Rarewaves USA United
Contact seller5-star sellerCondition: New
£ 114.31
£ 37.88 shippingShips within U.S.A.Quantity: Over 20 available
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
Series: Princeton Series in Finance, Book 4 of 5. Book 4 of 5 - Princeton Series in Finance
- Hardcover
Seller: moluna, Greven, Germanymoluna
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£ 129.33
£ 42.23 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Gebunden. 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
Series: Princeton Series in Finance, Book 4 of 5. Book 4 of 5 - Princeton Series in Finance
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
£ 164.50
£ 12.50 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
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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£ 37.56
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Condition: Buone. inglese Condizioni dell'esterno: Buone Condizioni dell'interno: Buone.
