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Credit risk: Pricing, measurement, and management /

書目詳細資料
主要作者: Duffie, Darrell
其他作者: Singleton, Kenneth J
格式: Printed Book
語言:English
出版: 2005: New Age International, 2005.
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245 |a Credit risk: Pricing, measurement, and management / 
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505 |a 1. Ecnomic principles of risk management 2. Default arrival: historical patterns and statistical models 3. Ratings transitions: historical patterns and statistical models 4. Conceptual approaches to valuation of default risk 5. Pricing corporate and sove 
700 |a Singleton, Kenneth J 
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