Darrell Duffie – Credit Risk

Darrell Duffie – Credit Risk

Darrell Duffie – Credit Risk

Price: $120

Just pay: $25

Product Delivery: You will receive a download link via your order email


83% Off

Secure Payments

Pay with the worlds payment methods.

Discount Available

Covers payment and purchase gifts.

100% Money-Back Guarantee

Need Help?

(484) 414-5835

Share Our Wines With Your Friends & Family


Darrell Duffie – Credit Risk

Darrell Duffie – Credit Risk

The first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement is provided in this book by two of America’s leading economists. 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 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. Credit derivatives include credit swaps, credit guarantees, lines of credit, and spread options. Enhancements to current pricing and management practices will better position financial institutions for future changes in the financial markets, they argue. It’s not like it’s like it’s like it’s like it’s like it’s like it’s like it’s like it’s like it’s like it’s like it’s like it’s like it’s like it Credit risk. It 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.

Delivery Method

– After your purchase, you’ll see a View your orders link which goes to the Downloads page. Here, you can download all the files associated with your order.
– Downloads are available once your payment is confirmed, we’ll also send you a download notification email separate from any transaction notification emails you receive from learnbeacons.store.
– Since it is a digital copy, our suggestion is to download and save it to your hard drive. In case the link is broken for any reason, please contact us and we will resend the new download link.
– If you cannot find the download link, please don’t worry about that. We will update and notify you as soon as possible at 8:00 AM – 8:00 PM (UTC 8).

Thank You For Shopping With Us!


There are no reviews yet.

Be the first to review “Darrell Duffie – Credit Risk”

Your email address will not be published. Required fields are marked *