Credit risk : pricing, measurement, and management /

By:

Duffie, Darrell

Contributor(s):

Singleton, Kenneth J

Material type: Text

TextSeries: Princeton series in financePublication details: Princeton, N.J. : Princeton University Press, c2003.Description: xvi, 396 pISBN:

0691090467 (alk. paper)
9780691090467

Subject(s):

DDC classification:

332.7'42

LOC classification:

HG3751 .D84 2003

Online resources:

Summary: 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, Darrel Duffie and Kenneth Singleton model credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Monograph & others	CBN HQ Library General Stacks		332.7'42 DUF (Browse shelf(Opens below))	1	Available	31008100077169
Monograph & others	CBN IBADAN BRANCH LIBRARY General Stacks		332.7'42 DUF (Browse shelf(Opens below))	C.1	Available	31008100730676
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks		332.7'42 (Browse shelf(Opens below))	c.1	Available	31008100703954
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks		332.7'42 (Browse shelf(Opens below))	c.2	Available	31008100703939
Monograph & others	CBN LAGOS LEARNING CENTRE LIBRARY General Stacks	Non-fiction	332.7'42 DUF (Browse shelf(Opens below))	c.1	Available	31008100848528

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Previous	332.7'01'1 DEV Credit risk models and the Basel Accords /	332.7'22'05 COM The common-sense mortgage :	332.'73'0202 KEM A guide to world and capital markets/	332.7'42 DUF Credit risk :	332.7'42 MON Money for exports :	332.7'7 WHE Uniform rules for collections /	332.801'5195 MOD Modelling interest rates:	Next

Includes bibliographical references (p. 371-384) and index.

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, Darrel Duffie and Kenneth Singleton model credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk.

oif 21/07/16

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