Sökresultat för: Kenneth J. Singleton
Credit Risk (Inbunden)
avDarrell Duffie, Kenneth J. Singleton
ISBN: 9780691090467 - UTGIVEN: 2003-01-06Offers a treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. This book models credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. It is inte[...]
Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment (Övrig)
avKenneth J. Singleton
ISBN: 9780691122977 - UTGIVEN: 2006-03-06Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used in analyzing financia[...]
