000			01209nam a2200253Ia 4500
001			M12641
005			20250219143858.0
008			250219s9999 xx 000 0 und d
020			_a8122421687
100			_a"Duffie, Darrell"
245		0	_aCredit risk : pricing measurement and management
250			_a0
260			_aNew Delhi
260			_b"New Age International Pvt. Ltd.,"
260			_cc2007
300			_a"xvi,396p. : ill. ;24cm."
490			_aPrinceton series in finance
500			_aincludes bibliographical references and index
520			_aContents: 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.
650			_aCredit --Management
650			_aRisk management
700			_a"Singleton, Kenneth J"
942			_cBK
999			_c12762 _d12762