Credit risk : pricing, measurement, and management
Darrell Duffie and Kenneth J. Singleton
| Year of publication: |
2003
|
|---|---|
| Authors: | Duffie, Darrell ; Singleton, Kenneth J. |
| Publisher: |
Princeton, NJ [u.a.] : Princeton Univ. Press |
| Subject: | Kreditmanagement | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Kreditgeschäft | Bank lending | Theorie | Theory | Mathematisches Modell | Derivat <Wertpapier> |
| Description of contents: | Table of Contents [gbv.de] ; Description [bvbr.bib-bvb.de] ; Description [loc.gov] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XVI, 396 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 371 - 384 |
| ISBN: | 0-691-09046-7 ; 978-1-4008-2917-0 ; 9786612608001 |
| Classification: | Investition, Finanzierung ; Angewandte Mathematik ; Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001685614