Credit risk : pricing measurement and management

By:

"Duffie, Darrell"

Contributor(s):

"Singleton, Kenneth J"

Material type: Text

TextSeries: Princeton series in financePublication details: New Delhi; "New Age International Pvt. Ltd.,"; c2007Edition: 0Description: "xvi,396p. : ill. ;24cm."ISBN:

8122421687

Subject(s):

Summary: Contents: Economic principles of risk management -- Default arrival: historical patterns and statistical models -- Ratings transitions: historical patterns and statistical models -- Conceptual approaches to valuation of default risk -- Pricing corporate and sovereign bonds -- Empirical models of defaultable bond spreads -- Credit swaps -- Optional credit pricing -- Correlated defaults -- Collateralized debt obligations -- Over-the-counter default risk and valuation -- Integrated market and credit risk measurement.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Home library	Call number	Status	Barcode
BOOKS	AMRITA SCHOOL OF BUSINESS	332.7 P7 (Browse shelf(Opens below))	Available	M12641

Browsing AMRITA SCHOOL OF BUSINESS shelves Close shelf browser (Hides shelf browser)

Previous
Previous	332.67 Q3 Investment banking "valuation, leveraged buyouts, and mergers & acquisitions"	332.67 Q40 Technical analysis explained : successful investor's guide to spotting investment trends and turning points	332.67 Q5 Equity asset valuation	332.7 P7 Credit risk : pricing measurement and management	332.7 P7 Credit risk modeling theory and applications	332.72 P2 Real estate finance and investments	332.77 N2 Documentary letters of credit and UCPDC

includes bibliographical references and index

Contents: Economic principles of risk management -- Default arrival: historical patterns and statistical models -- Ratings transitions: historical patterns and statistical models -- Conceptual approaches to valuation of default risk -- Pricing corporate and sovereign bonds -- Empirical models of defaultable bond spreads -- Credit swaps -- Optional credit pricing -- Correlated defaults -- Collateralized debt obligations -- Over-the-counter default risk and valuation -- Integrated market and credit risk measurement.

There are no comments on this title.

to post a comment.

Central Library - Coimbatore

Credit risk : pricing measurement and management

Browsing AMRITA SCHOOL OF BUSINESS shelves Close shelf browser (Hides shelf browser)