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Credit Risk: Pricing, Measurement, And Management - Darrell DuffieIn this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations... |
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How Big Banks Fail And What To Do About It - Darrell DuffieDealer banks--that is, large banks that deal in securities and derivatives, such as J. P. Morgan and Goldman Sachs--are of... |
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Dark Markets - Darrell DuffieOver-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial ...... |
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Dynamic Asset Pricing Theory, Third Edition. - Darrell DuffieThis is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on... |
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Bond Portfolio Investing And Risk Management - Vineer Bhansali"Excess returns or yields do not come without risk. Bond Portfolio Investing and Risk Management delves comprehensively, but intuitively, into... |
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