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Credit Risk Modeling with Affine Processes - Publications of the Scuola Normale Superiore / Crm Series Darrell Duffie
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Credit Risk Modeling with Affine Processes - Publications of the Scuola Normale Superiore / Crm Series
Darrell Duffie
Features a written version of the Cattedra Galileiana lectures, presented in 2002 at the Scuola Normale in Pisa. This title aim to combine an orientation to credit-risk modeling (emphasizing the valuation of corporate debt and credit derivatives) with an introduction to the analytical tractability and richness of affine state processes.
58 pages
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2004. gada 1. oktobris |
| ISBN13 | 9788876421389 |
| Izdevēji | Birkhauser Verlag AG |
| Lapas | 58 |
| Izmēri | 150 × 220 × 10 mm · 122 g (Svars (aptuveni)) |
| Valoda | Angļu |
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