Credit Risk Pricing Measurement and Management

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Hardback by Darrell Duffie , Kenneth J. Singleton Short Description:

Offers a treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. This book models... Read more

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Publisher: Princeton University Press
Publication Date: 3/14/2003 12:00:00 AM
ISBN13: 9780691090467, 978-0691090467
ISBN10: 0691090467

Number of Pages: 416

Non Fiction , Business, Finance & Law