
- 书名:Credit Risk: Pricing, Measurement, and Management
- 出版社:Princeton University Press
- 作者:Darrell Duffie, Kenneth J. Singleton
- 出版年份:2003
- 电子书格式: pdf
- 简介:Delve into the comprehensive guide “Credit Risk Pricing, Measurement, and Management” by Darrell Duffie and Kenneth J. Singleton. This authoritative text offers a rigorous exploration of credit risk, covering pricing models, measurement techniques, and management strategies. Ideal for academics, financial professionals, and students, this book provides invaluable insights into the complexities of credit risk in financial markets. Master the intricacies of credit derivatives, risk assessment, and portfolio management with this essential resource. Gain a competitive edge by understanding the latest methodologies and advancements in credit risk analysis. Explore topics including structural models, reduced-form models, and the management of credit risk within a portfolio context.
- ISBN:9780691090467, 06910
- 下载地址(点击下载):
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