Darrell Duffie is the James Irvin Miller Professor of Finance at the Graduate School of Business, Stanford University. His books include
Dynamic Asset Pricing Theory (Princeton) and
Futures Markets (Prentice-Hall).
Kenneth J. Singleton is the C.O.G. Miller Distinguished Professor of Finance at the Graduate School of Business, Stanford University. He is the author of numerous articles in professional journals and an editor of the
Review of Financial Studies.
3 Ebooks de Kenneth J. Singleton
Darrell Duffie & Kenneth J. Singleton: Credit Risk
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. Masterfu …
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€139.99
Kenneth J. Singleton: Empirical Dynamic Asset Pricing
Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first …
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€139.99
Kenneth J. Singleton: Japanese Monetary Policy
How has the Bank of Japan (BOJ) helped shape Japan’s economic growth during the past two decades? This book comprehensively explores the relations between financial market liberalization and BOJ poli …
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€92.87