Singleton kenneth j (19 Ergebnisse)

Zustand: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.

Hardcover. Zustand: Good. No Jacket. Missing dust jacket; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.

Zustand: New. pp. 416.

Hardcover. Zustand: Near Fine. First Edition. ix, 195p. A near fine copy, with the former owner's signature and date on the front free endpaper, in a near fine d.j. which has a faded spine. Size: 8vo - over 7¾" - 9¾" tall. Book.

First Edition. Near fine copy in the original gilt-blocked cloth. Slightest suggestion only of dust-dulling to the spine bands and panel edges. Remains particularly well-preserved overall; tight, bright, clean and strong. Physical description; ix, 367 pages. Notes; Includes bibliographical references. Subjects; Monetary policy Econometric models ; Congresses. Money supply Econometric models ; Congresses. Money. Money Econometric models. 1 Kg.…

Zustand: New. In English.

Zustand: New.

Zustand: New. New Approaches to Monetary Economics brings together presentations of innovative research in the field of monetary economics. Editor(s): Barnett, William A.; Singleton, Kenneth J. Series: International Symposia in Economic Theory and Econometrics. Num Pages: 380 pages, black & white illustrations. BIC Classification: KCA; KCBM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 229 x 152 x 21. Weight in Grams: 560. . 2009. 1st Edition. paperback. . . . . Books ship from the US and Ireland.…

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Hardcover Mar 06, 2006. Zustand: gebraucht; wie neu. Hardcover Leinen mit Schutzumschlag, ungelesen.

Zustand: New.

Zustand: New. In English.

Zustand: New. Focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. This book includes the econometric methods used in analyzing financial time-series models, and the goodness-of-fit of preference-based and no-arbitrage models of equity returns and the term structure of interest rates. Num Pages: 496 pages, 32 line illus.26 tables. BIC Classification: KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 229 x 152 x 38. Weight in Grams: 828. . 2006. Hardcover. . . . . Books ship from the US and Ireland.…

Zustand: New. InhaltsverzeichnisIntroduction Kenneth J. Singleton 1 A Comparative Perspective on Japanese Monetary Policy: Short-Run Monetary Control and the Transmission Mechanism Kazuo Ueda 2 Market Operations in Japan: Theory and Practice Ku.

Zustand: New. Offers 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 se.

Hardcover. Zustand: Brand New. illustrated edition. 464 pages. 9.25x6.25x1.50 inches. In Stock.

Hardcover. Zustand: Brand New. 480 pages. 9.25x6.00x1.50 inches. In Stock.

Buch. Zustand: Neu. Neuware - 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 derivatives, and other securities exposed to credit risk. The methodological rigor, scope, and sophistication of their state-of-the-art account is unparalleled, and its singularly in-depth treatment of pricing and credit derivatives further illuminates a problem that has drawn much attention in an era when financial institutions the world over are revising their credit management strategies. Duffie and Singleton offer critical assessments of alternative approaches to credit-risk modeling, while highlighting the strengths and weaknesses of current practice. Their approach blends in-depth discussions of the conceptual foundations of modeling with extensive analyses of the empirical properties of such credit-related time series as default probabilities, recoveries, ratings transitions, and yield spreads. Both the 'structura' and 'reduced-form' approaches to pricing defaultable securities are presented, and their comparative fits to historical data are assessed. The authors also provide a comprehensive treatment of the pricing of credit derivatives, including credit swaps, collateralized debt obligations, credit guarantees, lines of credit, and spread options. Not least, they describe certain enhancements to current pricing and management practices that, they argue, will better position financial institutions for future changes in the financial markets. Credit Risk is an indispensable resource for risk managers, traders or regulators dealing with financial products with a significant credit risk component, as well as for academic researchers and students.…