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University Libraries Promotion and Tenure Recognition
Jingzhi
Huang
Associate Professor of Finance
Book Title: Credit Risk : Pricing, Measurement, and Management
Author: Darrell Duffie and Kenneth J. Singleton
Selection Statement:
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.
Year: 2004