Business

Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance)

Name: Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance)
Author: Darrell Duffie
ISBN: 9780691090467

by Darrell Duffie

ISBN: 9780691090467

Description

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 t...

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