(Hardback)

Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts i

(Hardback)

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 securities exposed to credit risk. It is intended as a resource for researchers and students.

(Paperback)

Two top economists outline distinctive approaches to post-crisis financial reform.

(Paperback)

An account of the significant though gradual, uneven, disconnected, ad hoc, and pragmatic innovations in global financial governance and developmental finance induced by the global financial crisis.

(Hardback, fifth edition)

A thoroughly revised and updated edition of a textbook for graduate students in finance, with new coverage of global financial institutions.

(Paperback, second edition)

The definitive account of the trillion-dollar payment card industry.

(Hardback)

A rigorous but practical introduction to the economic, financial, and political principles underlying commodity markets.

(Hardback)

A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications.

(Hardback)

An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and economic interpretation of financial market regularities.