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Credit Risk: Pricing, Measurement, and Management 0691090467 Book Cover

Credit Risk: Pricing, Measurement, and Management

Edition 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...

Edition Details
Format:Hardcover
Language:English
ISBN:0691090467
Format: Hardcover
Condition:
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