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Showing 1 - 12 of 12 results for “darrell duffie”
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  • The Squam Lake Report

    Fixing the Financial System

    by Kenneth R. French, Martin N. Baily, John Y. Campbell, John H. Cochrane, Douglas W. Diamond, Darrell Duffie, Anil K. Kashyap, Frederic S. Mishkin, Raghuram G. Rajan, David S. Scharfstein, Robert J. Shiller, Hyun Song Shin, Matthew J. Slaughter, Jeremy C. Stein, René M. Stulz ...
    A nonpartisan plan of action for fixing the global economy from fifteen of the world's leading economistsIn the fall of 2008, fifteen of the world's leading economists—representing the broadest spectrum of economic opinion—gathered at New Hampshire's Squam Lake. Their goal: the mapping of a long-term plan for financial regulation reform.The Squam Lake Report distills the wealth of insights from ... Read more

    $14.39 USD or Free with Kobo Plus

  • Credit Risk

    Pricing, Measurement, and Management

    by Darrell Duffie, Kenneth J. Singleton ...
    Series series Princeton Series in Finance
    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 ... Read more

    $93.59 USD

  • The Handbook of China's Financial System

    by Marlene Amstad, Guofeng Sun, Wei Xiong ...
    A comprehensive, in-depth, and authoritative guide to China's financial systemThe Chinese economy is one of the most important in the world, and its success is driven in large part by its financial system. Though closely scrutinized, this system is poorly understood and vastly different than those in the West. The Handbook of China’s Financial System will serve as a standard reference guide and ... Read more

    $74.99 USD

  • Dark Markets

    Asset Pricing and Information Transmission in Over-the-Counter Markets

    by Darrell Duffie ...
    Series series Princeton Lectures in Finance
    A concise introduction to modeling over-the-counter marketsOver-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 are negotiated privately between market participants who may be unaware of ... Read more

    $41.79 USD

  • Measuring Corporate Default Risk

    by Darrell Duffie ...
    Series series Clarendon Lectures in Finance
    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 implemented with data on U.S. public corporations since 1980. Special attention is given to the measurement of correlation of default risk across firms. ... Read more

    $25.69 USD

  • How Big Banks Fail and What to Do about It

    by Darrell Duffie ...
    A leading finance expert explains how and why big banks fail—and what can be done to prevent itDealer 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, as we saw in the global financial crisis, they pose significant risks to our ... Read more

    $33.99 USD

  • Structured Credit Products

    Credit Derivatives and Synthetic Securitisation

    by Moorad Choudhry ...
    Series Book 723 - Wiley Finance
    Updated coverage of structured credit products with in-depth coverage of the latest developmentsStructured credit products are one of today's fastest growing investment and risk management mechanisms, and a focus of innovation and creativity in the capital markets. The building blocks of these products are credit derivatives, which are among the most widely used products in finance. This book ... Read more

    $110.00 USD

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    A Self-Study Guide to Trading Currency Options

    by Abe Cofnas ...
    Series Book 429 - Wiley Trading
    The Forex Options Course is a practical, hands-on guide to understanding and trading forex options. Designed to build a trader's knowledge base in a step-by-step manner, this reliable resource moves from the straightforward to the more sophisticated with discussions of everything from basic plain vanilla calls and puts to intriguing first-generation exotic binary options. Written in a ... Read more

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  • The Theory and Practice of Investment Management

    Asset Allocation, Valuation, Portfolio Construction, and Strategies

    Edited by Harry M. Markowitz, Frank J. Fabozzi ...
    An updated guide to the theory and practice of investment managementMany books focus on the theory of investment management and leave the details of the implementation of the theory up to you. This book illustrates how theory is applied in practice while stressing the importance of the portfolio construction process.The Second Edition of The Theory and Practice of Investment Management is the ... Read more

    $60.00 USD

  • An Introduction to Banking

    Liquidity Risk and Asset-Liability Management

    by Moorad Choudhry ...
    Series Book 30 - Securities Institute
    "A great write-up on the art of banking. Essential reading for anyone working in finance."Dan Cunningham, Senior Euro Cash & OBS Dealer, KBC Bank NV, London"Focused and succinct review of the key issues in bank risk management."Graeme Wolvaardt, Head of Market Risk Control, Europe Arab Bank plc, LondonThe importance of banks to the world's economic system cannot be overstated. The foundation of ... Read more

    $70.00 USD

  • Credit Derivatives

    Trading, Investing, and Risk Management

    by Geoff Chaplin ...
    Series Book 504 - The Wiley Finance Series
    The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number of credit structures and throwing the industry into turmoil. What has been made clear by recent events is the necessity for a thorough understanding of credit derivatives by all parties involved in a transaction, especially traders, ... Read more

    $94.00 USD

  • Econometrics For Dummies

    by Roberto Pedace ...
    Score your highest in econometrics? Easy.Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics.Econometrics For Dummies breaks down this complex subject and provides you with an easy ... Read more

    $18.00 USD