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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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 1 de octubre de 2004 |
| ISBN13 | 9788876421389 |
| Editores | Birkhauser Verlag AG |
| Páginas | 58 |
| Dimensiones | 150 × 220 × 10 mm · 122 g (Peso (estimado)) |
| Lengua | Inglés |
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