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Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance)
Darrell Duffie , and Kenneth J. Singleton Manufacturer: Princeton University Press ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 0691090467 |
Book Description
In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. The methodological rigor, scope, and sophistication of their state-of-the-art account is unparalleled, and its singularly in-depth treatment of pricing and credit derivatives further illuminates a problem that has drawn much attention in an era when financial institutions the world over are revising their credit management strategies.
Duffie and Singleton offer critical assessments of alternative approaches to credit-risk modeling, while highlighting the strengths and weaknesses of current practice. Their approach blends in-depth discussions of the conceptual foundations of modeling with extensive analyses of the empirical properties of such credit-related time series as default probabilities, recoveries, ratings transitions, and yield spreads. Both the "structura" and "reduced-form" approaches to pricing defaultable securities are presented, and their comparative fits to historical data are assessed. The authors also provide a comprehensive treatment of the pricing of credit derivatives, including credit swaps, collateralized debt obligations, credit guarantees, lines of credit, and spread options. Not least, they describe certain enhancements to current pricing and management practices that, they argue, will better position financial institutions for future changes in the financial markets.
Credit Risk is an indispensable resource for risk managers, traders or regulators dealing with financial products with a significant credit risk component, as well as for academic researchers and students.
Customer Reviews:
Poor writers.......2003-11-01
Unsatisfying compromise.......2003-03-19
Disappointing - Bits and pieces jotted together.......2003-03-19
Another summary of articles put together.......2003-02-23
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Credit Risk: Pricing, Measurement, and Management.(Book Review): An article from: Journal of Risk and Insurance
Georges Dionne Manufacturer: American Risk and Insurance Association, Inc. ProductGroup: Book Binding: Digital ASIN: B000ALOJTM Release Date: 2006-07-14 |
Book Description
This digital document is an article from Journal of Risk and Insurance, published by American Risk and Insurance Association, Inc. on March 1, 2005. The length of the article is 2668 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
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An integrated pricing model for defaultable loans and bonds [An article from: European Journal of Operational Research]
M. Onorato , and E.I. Altman Manufacturer: Elsevier ProductGroup: Book Binding: Digital ASIN: B000RR2QO4 |
Book Description
This digital document is a journal article from European Journal of Operational Research, published by Elsevier in 2005. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
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Risk-based pricing in the nonconforming market; models have gotten much better over time at pricing mortgage risk. This study tracks the mortgage coupon ... An article from: Mortgage Banking
Frank L. Raiter , and Francis Parisi Manufacturer: Mortgage Bankers Association of America ProductGroup: Book Binding: Digital ASIN: B00082EB00 Release Date: 2005-07-31 |
Book Description
This digital document is an article from Mortgage Banking, published by Mortgage Bankers Association of America on April 1, 2004. The length of the article is 3299 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
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Financial Liberalization and the Asian Crisis
Manufacturer: Palgrave Macmillan ProductGroup: Book Binding: Hardcover ASIN: 0333921585 |
Book Description
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Financial Liberalization and the Economic Crisis in Asia (European Institute of Japanese Studies, East Asian Economics and Business)
Chung H. Lee Manufacturer: RoutledgeCurzon ProductGroup: Book Binding: Hardcover ASIN: 0415288126 |
Book Description
What brought about a financial crisis in the "miracle" economies of Asia? What went wrong with financial reform in Asia? What can the developing countries of the world learn from the reform experiences in Asia?
Financial Liberalization and the Economic Crisis in Asia analyses how financial liberalization was undertaken in eight Asian countries and how it might be linked to the subsequent crises. The country studies focus on China, India, Indonesia, Japan, Malaysia, the Philippines, South Korea and Thailand.
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Liberalization, Growth and the Asian Financial Crisis: Lessons for Developing and Transitional Economies in Asia (Elgar Monographs)
Mohamed Ariff , and Ahmed M. Khalid Manufacturer: Edward Elgar Publishing ProductGroup: Book Binding: Hardcover ASIN: 185898839X |
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Financial Liberalization and the Economic Crisis in Asia.(Book Review): An article from: ASEAN Economic Bulletin
Sakulrat Montreevat Manufacturer: Institute of Southeast Asian Studies (ISEAS) ProductGroup: Book Binding: Digital ASIN: B0008217JI Release Date: 2005-07-31 |
Book Description
This digital document is an article from ASEAN Economic Bulletin, published by Institute of Southeast Asian Studies (ISEAS) on December 1, 2003. The length of the article is 1199 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
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Financial Liberalization and the Economic Crisis in Asia
CHUNG H. LEE Manufacturer: NY ProductGroup: Book Binding: Hardcover ASIN: B000MU6T58 |
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Uniform Building Security Code 1997 (International Conference of Building Officials//Uniform Building Security Code)
International Code Council Manufacturer: International Conference of Building Official ProductGroup: Book Binding: Hardcover ASIN: 1884590802 |
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Uniform Building Security Code 1997/117S97 (Serial)
Manufacturer: Intl Conference of Building Officials ProductGroup: Book Binding: Paperback ASIN: 9997959272 |
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The Decline of Iranshahr: Irrigation and Environments in the History of the Middle East 500 B.C. to A.D. 1500
Peter Christensen Manufacturer: Museum Tusculanum ProductGroup: Book Binding: Hardcover ASIN: 8772892595 |
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The Decline of Iranshahr: Irrigation and Environments in the History of the Middle East, 500 B.C. to A.D. 1500. (book reviews): An article from: The Journal of the American Oriental Society
Elton L. Daniel Manufacturer: American Oriental Society ProductGroup: Book Binding: Digital ASIN: B00096P58C Release Date: 2005-07-28 |
Book Description
This digital document is an article from The Journal of the American Oriental Society, published by American Oriental Society on April 1, 1996. The length of the article is 1603 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
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Mechanism of Fertilization: Plants to Humans (Nato a S I Series Series H, Cell Biology)
Manufacturer: Springer ProductGroup: Book Binding: Hardcover ASIN: 0387517669 |
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Sediment Flux to Basins: Causes, Controls and Consequences (Geological Society Special Publication, No. 191)
Manufacturer: Geological Society of London ProductGroup: Book Binding: Hardcover ASIN: 1862390959 |
Book Description
There is an increasing trend in the Earth sciences towards the integration of many subdisciplines. The sedimentary basin, is a fundamental focal point of many studies, which as a consequence often neglects the complimentary drainage basin or catchment. Sedimentary basins provide a record of Earth history, reflecting the geographical, lithological, oceanographic and ecological development through the rock record. Drainage basins in comparison record ephemeral landscape evolution, where topography is eroded and provides the flux of sediment to the basin. The basin fill reflects the sediment flux from the hinterland and provides evidence of the dynamic geomorphic processes. In context the drainage system and sedimentary basin can be regarded as a `production line' with the sedimentary record giving valuable insight into long-term landscape evolution and geomorphological processes illuminating the evolution of sedimentary basins.This volume assesses the current position of understanding sediment supply to basins with the integration of the many sub-disciplines in the Earth sciences. It documents a mix of hinterland and sedimentary basin studies with a gradation from orogenic belts to the deep marine. The authors represent a wide spectrum of Earth scientists, with leaders in the science providing review papers and new-directive papers in their field of specialization.
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The Earth's Plasmasphere (Cambridge Atmospheric and Space Science Series)
J. F. Lemaire , and K. I. Gringauz Manufacturer: Cambridge University Press ProductGroup: Book Binding: Paperback ASIN: 0521675553 |
Book Description
The plasmasphere is the vast "doughnut-shaped" region of the magnetosphere that forms a cold thermal plasma cloud encircling the Earth, terminating abruptly at a radial distance of 30,000 km over a sharp discontinuity known as the plasmapause. This is the first monograph to describe the historical development of ideas concerning the plasmasphere by the pioneering researchers themselves. The monograph brings our picture of the plasmasphere up to date by presenting experimental and observational results of the past three decades, and mathematical and physical theories proposed to explain its formation. The volume will be invaluable for researchers in space physics and will also appeal to those interested in the history of science.
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EARTHS PLASMASPHERE
J. Lemaire Manufacturer: NY ProductGroup: Book Binding: Paperback ASIN: B000N6BY8I |
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The inner magnetosphere imager mission (SuDoc NAS 1.15:111336)
D. L. Gallagher Manufacturer: National Aeronautics and Space Administration National Technical Information Service, distributor ProductGroup: Book Binding: Unknown Binding ASIN: B00010RK7U |
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Instrument technology for magnetosphere plasma imaging from high earth orbit design of a radio plasma sounder (SuDoc NAS 1.26:200009)
D. Mark Haines Manufacturer: National Aeronautics and Space Administration National Technical Information Service, distributor ProductGroup: Book Binding: Unknown Binding ASIN: B00010RPXY |
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Magnetosphere imager science definition team executive summary (SuDoc NAS 1.61:1379)
T. P. Armstrong Manufacturer: National Aeronalutics and SPace Administration, Marshall Space Flight Center National Technical Information Service, distributor ProductGroup: Book Binding: Unknown Binding ASIN: B00010ROU8 |
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Magnetospheric space plasma investigations final report, grant NAG8-239, July 10, 1992-November 9, 1996 (SuDoc NAS 1.26:201022)
Richard H. Comfort Manufacturer: National Aeronautics and Space Administration National Technical Information Service, distributor ProductGroup: Book Binding: Unknown Binding ASIN: B00010XXRQ |
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Plasmasphere and magnetosphere structure from ISEE-1 and DE-1 (SuDoc NAS 1.26:180111)
R. C. Olsen Manufacturer: National Aeronautics and Space Administration National Technical Information Service, distributor ProductGroup: Book Binding: Unknown Binding ASIN: B00010PI10 |
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The streaming-trapped ion interface in the equatorial inner magnetosphere (SuDoc NAS 1.26:199531)
NASA Manufacturer: University of Alabama in Huntsville National Aeronautics and Space Administration National Technical Information Service, distributor ProductGroup: Book Binding: Unknown Binding ASIN: B00010QM3S |
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I Was a Vacuum Cleaner Salesman
Shelly Rivoli Manufacturer: iUniverse ProductGroup: Book Binding: Hardcover ASIN: 0595657222 |
Book Description
"Wouldn't it be nice if we could make the air inside our homes as clean and fresh as it is in the Irish countryside?"For college-student-turned-summer-sales-associate Diana Jensen, this bizarre question and the demonstration that follows prompt a surprising number of people to invest in "the world's first motorized dust-free cleaning device."
Flying high on her instant success as a salesman, Diana soon finds herself a major player in the commission-based world of Chin's StormBurst, where it seems she really can "make as little, or as much money" as she wants to.
Follow the plucky heroine in and out of the homes of strangers as she discovers for herself the secrets of good (and sometimes disastrous) salesmanship in this engaging primer on the delicate art of making a sale.
Customer Reviews:
A Fun Fast Read.......2003-10-10
Gulp. Ahhh........2003-10-06
Fun, fast read.......2003-09-16
Fun from Start to Finish.......2003-08-27
Rarely do I stumble onto a book I enjoy to this extent. It is an intriguing story delivered by a gifted storyteller, with characters I could immediately see and conversations I could clearly hear as I read along.
I highly recommended this book to anyone who enjoys a fast-paced, funny read.
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