Udvidet returret til d. 31. januar 2025

Credit Risk - Darrell Duffie - Bog

- Pricing, Measurement, and Management

Bag om Credit Risk

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 securities exposed to credit risk. It is intended as a resource for researchers and students.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9780691090467
  • Indbinding:
  • Hardback
  • Sideantal:
  • 416
  • Udgivet:
  • 26. januar 2003
  • Størrelse:
  • 166x239x33 mm.
  • Vægt:
  • 720 g.
  • 8-11 hverdage.
  • 29. november 2024

Normalpris

  • BLACK NOVEMBER

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Credit Risk

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 securities exposed to credit risk. It is intended as a resource for researchers and students.

Brugerbedømmelser af Credit Risk



Find lignende bøger
Bogen Credit Risk findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.