Kenneth singleton darrell duffie (13 risultati)
Lingua: Inglese
Editore: Princeton University Press, 2003
- Rilegato
Da: -OnTimeBooks-, Phoenix, AZ, U.S.A.-OnTimeBooks-
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EUR 17,10
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Condizione: 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! S…hips USPS Media Mail.
Lingua: Inglese
Editore: New Age International (P) Ltd., 2007
- Brossura
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 12,00
EUR 7,59 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. pp. xvi + 396 Figures.
Lingua: Inglese
Editore: New Age International (P) Ltd., 2005
- Rilegato
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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EUR 14,68
EUR 7,59 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. pp. 416.
Lingua: Inglese
Editore: Princeton University Press, 2003
- Rilegato
Da: SHIMEDIA, Brooklyn, NY, U.S.A.SHIMEDIA
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EUR 115,82
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Condizione: New. Satisfaction Guaranteed or your money back.
Lingua: Inglese
Editore: Princeton University Press, 2003
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 130,09
EUR 2,28 spedizioneSpedito in U.S.A.Quantità: 15 disponibili
Condizione: New.
Lingua: Inglese
Editore: Princeton University Press, US, 2003
- Rilegato
Da: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 132,45
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: 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…of 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.
Lingua: Inglese
Editore: Princeton University Press, 2003
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 149,81
EUR 2,28 spedizioneSpedito in U.S.A.Quantità: 15 disponibili
Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Princeton University Press, 2003
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 135,21
EUR 17,51 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
Lingua: Inglese
Editore: Princeton University Press, 2003
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 157,50
EUR 17,51 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Princeton University Press, US, 2003
- Rilegato
Da: Rarewaves USA United, OSWEGO, IL, U.S.A.Rarewaves USA United
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 135,22
EUR 43,25 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: 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…of 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.
Lingua: Inglese
Editore: Princeton University Press, 2003
- Rilegato
Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 146,87
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Condizione: 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.
Lingua: Inglese
Editore: Princeton Univ Pr, 2003
- Rilegato
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 193,86
EUR 14,59 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Hardcover. Condizione: Brand New. illustrated edition. 464 pages. 9.25x6.25x1.50 inches. In Stock.
Editore: Princeton University Press, 2003
Da: Miliardi di Parole, Pietra Marazzi, AL, ItaliaMiliardi di Parole
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 33,84
EUR 22,40 spedizioneSpedito da Italia a U.S.A.Quantità: 1 disponibili
Aggiungi al carrelloCondizione: Buone. inglese Condizioni dell'esterno: Buone Condizioni dell'interno: Buone.
