"Duffie, Darrell" <br/><br/>
Credit risk : pricing measurement and management 

 - 0 
 - New Delhi  "New Age International Pvt. Ltd.,"  c2007 
 - "xvi,396p. : ill. ;24cm." 
 - Princeton series in finance .
<br/><br/> includes bibliographical references and index 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>8122421687 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Credit --Management<br/>Risk management