TY  - BOOK
AU  - "Duffie, Darrell"
AU  - "Singleton, Kenneth J"
TI  - Credit risk : pricing measurement and management
T2  - Princeton series in finance
SN  - 8122421687
CY  - New Delhi
KW  - Credit --Management
KW  - Risk management
N1  - includes bibliographical references and index
N2  - 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
ER  -