剧情简介：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 derivativ...(展开全部)
作者：Darrell Duffie
出版社：Princeton University Press
ISBN：9780691090467
