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Duffie, Darrell
Libros de: Duffie, Darrell
Mostrando 6 libros encontrados. (1 páginas).
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Fragmenting Markets "Post-Crisis Bank Regulations and Financial Market Liquidity"
Duffie, Darrell
De Gruyter (2022)
- EAN: 9783110673029
- Páginas: 85
- Fecha de edición: 2022
pvp.63,95 €
En stock
Post-crisis capital regulations and new failure-resolution rules increased the funding costs that are borne by bank shareholders, and thus the cost to buy-side firms for access to space on the balance sheets of large banks. ...
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Dark Markets "Asset Pricing and Information Transmission in Over-the-Counter M"
Asset Pricing and Information Transmission in Over-the-Counter MDuffie, Darrell
Princeton University Press (2012)
- EAN: 9780691138961
- Páginas: 136
- Fecha de edición: 2012
pvp.33,75 €
Sin Stock. Posibilidad entre 11 y 20 dias
Over-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial crisis. Rather than being traded through a centralized institution such as a stock exchange, OTC trades ...
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Measuring Corporate Default Risk
Duffie, Darrell
Oxford University Press (2011)
- EAN: 9780199279234
- Páginas: 128
- Fecha de edición: 2011
pvp.36,40 €
Sin Stock. Posibilidad entre 11 y 20 dias
This book, based on the author's Clarendon Lectures in Finance, examines the empirical behaviour of corporate default risk. A new and unified statistical methodology for default prediction, based on stochastic intensity modeling, is explained and ...
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How Big Banks Fail And What To Do About It
Duffie, Darrell
Princeton University Press (2010)
- EAN: 9780691148854
- Páginas: 160
- Fecha de edición: 2010
pvp.30,50 €
Sin Stock. Posibilidad entre 11 y 20 dias
Dealer banks--that is, large banks that deal in securities and derivatives, such as J. P. Morgan and Goldman Sachs--are of a size and complexity that sharply distinguish them from typical commercial banks. When they fail, ...
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Credit Risk. Pricing, Measurement, And Management
Duffie, Darrell Singleton, Kenneth
Princeton University Press (2003)
- EAN: 9780691090467
- Páginas: 396
- Fecha de edición: 2003
pvp.72,75 €
Sin Stock. Posibilidad entre 11 y 20 dias
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 ...
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Dynamic Asset Pricing Theory
Duffie, Darrell
Princeton University Press (2001)
- EAN: 9780691090221
- Páginas: 465
- Fecha de edición: 2001
pvp.78,00 €
Sin Stock. Posibilidad entre 11 y 20 dias
Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers onthe theory of asset pricing and portfolio selection in multiperiod settings under uncetainty.
