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Credit Risk: Pricing, Measurement, and Management

Posted By: tot167
Credit Risk: Pricing, Measurement, and Management

Darrell Duffie, Kenneth J. Singleton, "Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance)"
Princeton University Press (January 6, 2003) | ISBN:0691090467 | 464 pages | PDF | 8,2 Mb


Review
Amnon Levy Risk : Overall, the book succeeds in motivating the reader to consider the alternative approaches to modeling credit risk.


Georges Dionne Journal of Risk and Insurance : This is certainly the best book on credit risk available on the market for academics and practitioners.