Kenneth singleton darrell duffie (16 resultados)

Idioma: Inglés
Editorial: Princeton University Press, 2003
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa dura
Librería: AwesomeBooks, Wallingford, Reino UnidoAwesomeBooks
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EUR 7,76
Envío por EUR 4,83Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: Very Good. Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly… been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. .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.

Idioma: Inglés
Editorial: Princeton University Press 06/01/2003, 2003
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa dura
Librería: Bahamut Media, Reading, Reino UnidoBahamut Media
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EUR 7,76
Envío por EUR 8,19Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee.Offers a treatment of the conceptual, practical, a…nd 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.

Idioma: Inglés
Editorial: Princeton University Press, 2003
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa dura
Librería: -OnTimeBooks-, Phoenix, AZ, Estados Unidos de America-OnTimeBooks-
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EUR 17,85
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Condición: very_good. Gently read. May have name of previous ownership, or ex-library edition. Binding tight; spine straight and smooth, with no creasing; covers clean and crisp. Minimal signs of handling or shelving. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Sh…ips USPS Media Mail.

Idioma: Inglés
Editorial: New Age International (P) Ltd., 2007
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa blanda
Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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EUR 12,16
Envío por EUR 7,63Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New. pp. xvi + 396 Figures.

Idioma: Inglés
Editorial: New Age International (P) Ltd., 2005
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa dura
Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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EUR 14,88
Envío por EUR 7,63Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New. pp. 416.

Idioma: Inglés
Editorial: Princeton University Press, New Jersey, 2003
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa dura
Librería: MARCIAL PONS LIBRERO, MADRID, M, EspañaMARCIAL PONS LIBRERO
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EUR 67,14
Envío por EUR 21,00Se envía de España a Estados Unidos de AmericaCantidad disponible: 2 disponibles
TAPA DURA. Condición: New.

Idioma: Inglés
Editorial: Princeton University Press, 2003
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa dura
Librería: SHIMEDIA, Brooklyn, NY, Estados Unidos de AmericaSHIMEDIA
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EUR 117,42
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Condición: New. Satisfaction Guaranteed or your money back.

Idioma: Inglés
Editorial: Princeton University Press, 2003
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa dura
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 131,89
Envío por EUR 2,32Se envía dentro de Estados Unidos de AmericaCantidad disponible: 15 disponibles
Condición: New.

Idioma: Inglés
Editorial: Princeton University Press, US, 2003
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa dura
Librería: Rarewaves USA, OSWEGO, IL, Estados Unidos de AmericaRarewaves USA
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 134,28
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: New. 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, Darrell Duffie and Kenneth Singleton model credit risk for the purpose o…f measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. The methodological rigor, scope, and sophistication of their state-of-the-art account is unparalleled, and its singularly in-depth treatment of pricing and credit derivatives further illuminates a problem that has drawn much attention in an era when financial institutions the world over are revising their credit management strategies. Duffie and Singleton offer critical assessments of alternative approaches to credit-risk modeling, while highlighting the strengths and weaknesses of current practice. Their approach blends in-depth discussions of the conceptual foundations of modeling with extensive analyses of the empirical properties of such credit-related time series as default probabilities, recoveries, ratings transitions, and yield spreads.Both the "structura" and "reduced-form" approaches to pricing defaultable securities are presented, and their comparative fits to historical data are assessed. The authors also provide a comprehensive treatment of the pricing of credit derivatives, including credit swaps, collateralized debt obligations, credit guarantees, lines of credit, and spread options. Not least, they describe certain enhancements to current pricing and management practices that, they argue, will better position financial institutions for future changes in the financial markets. Credit Risk is an indispensable resource for risk managers, traders or regulators dealing with financial products with a significant credit risk component, as well as for academic researchers and students.

Idioma: Inglés
Editorial: Princeton University Press, 2003
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa dura
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 151,88
Envío por EUR 2,32Se envía dentro de Estados Unidos de AmericaCantidad disponible: 15 disponibles
Condición: As New. Unread book in perfect condition.

Idioma: Inglés
Editorial: Princeton University Press, 2003
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa dura
Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 135,93
Envío por EUR 17,60Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New.

Idioma: Inglés
Editorial: Princeton University Press, 2003
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa dura
Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 157,42
Envío por EUR 17,60Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: As New. Unread book in perfect condition.

Idioma: Inglés
Editorial: Princeton University Press, US, 2003
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa dura
Librería: Rarewaves USA United, OSWEGO, IL, Estados Unidos de AmericaRarewaves USA United
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 135,94
Envío por EUR 43,85Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: New. 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, Darrell Duffie and Kenneth Singleton model credit risk for the purpose o…f measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. The methodological rigor, scope, and sophistication of their state-of-the-art account is unparalleled, and its singularly in-depth treatment of pricing and credit derivatives further illuminates a problem that has drawn much attention in an era when financial institutions the world over are revising their credit management strategies. Duffie and Singleton offer critical assessments of alternative approaches to credit-risk modeling, while highlighting the strengths and weaknesses of current practice. Their approach blends in-depth discussions of the conceptual foundations of modeling with extensive analyses of the empirical properties of such credit-related time series as default probabilities, recoveries, ratings transitions, and yield spreads.Both the "structura" and "reduced-form" approaches to pricing defaultable securities are presented, and their comparative fits to historical data are assessed. The authors also provide a comprehensive treatment of the pricing of credit derivatives, including credit swaps, collateralized debt obligations, credit guarantees, lines of credit, and spread options. Not least, they describe certain enhancements to current pricing and management practices that, they argue, will better position financial institutions for future changes in the financial markets. Credit Risk is an indispensable resource for risk managers, traders or regulators dealing with financial products with a significant credit risk component, as well as for academic researchers and students.

Idioma: Inglés
Editorial: Princeton University Press, 2003
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa dura
Librería: moluna, Greven, Alemaniamoluna
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 146,87
Envío por EUR 48,99Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New. 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 se.

Idioma: Inglés
Editorial: Princeton Univ Pr, 2003
Serie: Princeton Series in Finance, Libro 4 de 5. Libro 4 de 5 - Princeton Series in Finance
- Tapa dura
Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 196,26
Envío por EUR 14,67Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Hardcover. Condición: Brand New. illustrated edition. 464 pages. 9.25x6.25x1.50 inches. In Stock.

Editorial: Princeton University Press, 2003
Librería: Miliardi di Parole, Pietra Marazzi, AL, ItaliaMiliardi di Parole
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Aceptable
EUR 33,84
Envío por EUR 22,40Se envía de Italia a Estados Unidos de AmericaCantidad disponible: 1 disponibles
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