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Credit Risk: Pricing, Measurement, and Management

Contributor(s): Duffie, Darrell (Author), Singleton, Kenneth J (Author)

ISBN: 9780691090467

Publisher: Princeton University Press

Hardcover
$130.00
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Pub Date: January 26, 2003

Dewey: 332.742

LCCN: 2002030256

Lexile Code: 0000

Features: Bibliography, Dust Cover, Index, Table of Contents

Target Age Group: NA to NA

Physical Info: 1.28" H x 9.28" L x 6.44" W ( 1.63 lbs) 416 pages

Series: Princeton Finance

Descriptions, Reviews, etc.

Description: 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.

Review Quotes: "Darrell Duffie, Winner of 2003 Financial Engineer of the Year"

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