Princeton University Press

Credit Risk Modeling

David Lando · 2004 · Princeton University Press

Theoretical and applied credit risk.

• Risk management
• Quantitative finance
• Credit

Quantitative Risk Management: Concepts, Techniques and Tools

Revised Edition

Alexander J. McNeil et al. · 2015 · Princeton University Press

This revised edition of 'Quantitative Risk Management' offers an extensive exploration of theoretical concepts and modelling techniques essential for effective risk management. It addresses market, credit, and operational risk, providing practical tools for analysts and risk managers to tackle real-world challenges.

• Derivatives
• Risk management
• Quantitative finance

This Time is Different: Eight Centuries of Financial Folly

Carmen M. Reinhart · Kenneth S. Rogoff · 2009 · Princeton University Press

This Time is Different: Eight Centuries of Financial Folly offers a comprehensive analysis of financial crises throughout history, examining the recurring patterns and behaviours that lead to economic turmoil. Authors Carmen M. Reinhart and Kenneth S. Rogoff provide a detailed exploration of credit cycles and the impact of policy decisions on market stability, making it essential reading for investors and policymakers alike.

• Credit
• Market memoirs

Time Series Analysis

James D. Hamilton · 1994 · Princeton University Press

Time Series Analysis by James D. Hamilton offers a comprehensive exploration of time series econometrics, focusing on methodologies that are essential for quantitative finance and macroeconomic research. The text is designed for practitioners, providing in-depth coverage of models and techniques applicable to real-world data analysis.

• Quantitative finance
• Macro
• Research

What Bond Managers Need to Know, A Guide to Market Valuation and Risk

Darrell Duffie · 2012 · Princeton University Press

What Bond Managers Need to Know serves as a comprehensive guide for understanding market valuation and risk in fixed income investments. Authored by Darrell Duffie, this text is aimed at risk and portfolio managers seeking to enhance their expertise in interest rate dynamics and bond market operations.

• Fixed income
• Interest rates