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4.
Credit Risk Pricing, Measurement and Management
Duffie, Darrell
, Professor of Finance, Graduate School of Business, Stanford University, California, USA.
Singleton, Kenneth J.
, C.O.G. Miller Distinguished Professor of Finance, Graduate School of Business, Stanford University,
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 secu....
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ISBN :
978-81-224-2168-2
Publication Year :
Aug, 2007
Edition :
1st
Reprint :
2008
Pages :
416
Price :
$ 15
Binding : Paperback
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5.
Financial Econometrics Problems, Models and Methods
Gourieroux, Christian
, Director of the Lab. for Finance & Insurance at the Centre for Res. in Eco. & Statistics in Paris.
Jasiak, Joann
, Associate Professor in the Department of Economics, York University, Toronto.
Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial product....
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ISBN :
978-81-224-2171-2
Publication Year :
Aug, 2007
Edition :
1st
Reprint :
Pages :
528
Price :
$ 15
Binding : Paperback
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6.
The Econometrics of Financial Markets
Campbell, John Y.
Lo, Andrew W.
Mackinlay, A. Craig
The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry....
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ISBN :
978-81-224-2169-9
Publication Year :
Aug, 2007
Edition :
1st
Reprint :
May, 2010
Pages :
632
Price :
$ 19
Binding : Paperback
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