Penn State

Jingzhi Huang - Associate Professor of Finance, Penn State University Park

Book Title: Credit Risk : Pricing, Measurement, and Management

Author: Darrell Duffie and Kenneth J. Singleton

Book Description:

This book is written by two leading authorities on asset pricing and, in particular, credit risk modelling, one of my main research interests. The book is the bible for both academic researchers and practioners in the field.


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