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Credit Risk

By: Darrell Duffie (Author) , Kenneth J. Singleton (Author)

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Ksh 13,250.00

Format: Hardback or Cased Book

ISBN-13: 9780691090467

Publisher: Princeton University Press

Publication Date: Jan 26th, 2003

Weight: 720 grams

Dimension: 23.90 x 16.60 x 3.30 cms

Category: Credit & credit institutions

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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.

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