000			01520cam a22003254a 4500
008			020726s2003 njua b 001 0 eng
020			_a0691090467 (alk. paper)
020			_a9780691090467
040			_aDLC _cDLC
050	0	0	_aHG3751 _b.D84 2003
082	0	0	_a332.7'42
100	1		_aDuffie, Darrell.
245	1	0	_aCredit risk : _bpricing, measurement, and management /
260			_aPrinceton, N.J. : _bPrinceton University Press, _cc2003.
300			_axvi, 396 p. :
440		0	_aPrinceton series in finance
504			_aIncludes bibliographical references (p. 371-384) and index.
520			_aIn 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.
590			_aoif 21/07/16
591			_aLoans
650		0	_aCredit
650		0	_aRisk management.
700	1		_aSingleton, Kenneth J.
856	4	2	_uhttp://www.loc.gov/catdir/bios/prin051/2002030256.html
856	4	1	_uhttp://www.loc.gov/catdir/samples/prin031/2002030256.html
856	4	1	_uhttp://www.loc.gov/catdir/toc/prin032/2002030256.html
856	4	2	_uhttp://www.loc.gov/catdir/description/prin031/2002030256.html
942			_2ddc _cBOOK
949			_a332.7'42 DUF
999			_c4051 _d4051