Pricing, Measurement, and Management
by
Darrell Duffie, Kenneth J. Singleton
Language: English
Release Date: January 12, 2012
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...