English
Credit risk : pricing, measurement and management.
Appartenance & droits
DUFFIE Darrell ; SINGLETON Kenneth J.
2003
396
0-691-09046-7
134.06-DUFFI
FINANCEMENT ; RISQUE ; STATISTIQUES FINANCIERES ; OBLIGATION ; SWAP ; MARCHE FINANCIER ; RISQUE DE CREDIT
| N° | Cote | Code barre | Commentaire | |
|---|---|---|---|---|
| 1 | [non empruntable] | |||
| 2 | [disponible] |
Sommaire : Contents
1. Introduction
3. Default Arrival: Historical Patterns and Statistical Models
4. Ratings Transitions: Historical Patterns and Statistical Models
5. Conceptual Approaches to Valuation of Default Risk
6. Pricing Corporate and Sovereign Bonds
7. Empirical Models of Defaultable Bond Spreads
8. Credit Swaps
9. Optional Credit Pricing
10. Correlated Defaults
11. Collateralized Debt Obligations
12. Over-the-Counter Default Risk and Valuation
13. Integrated Market and Credit Risk Measurement
Langue : Anglais
Collection : PRINCETON SERIES IN FINANCE
Illustration(s) : Graphique(s)
Localisation : Bibliothèque Campus de Nice
Support : Papier
Etat : Présent
Propriétaire : Bibliothèque