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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
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | October 1, 2004 |
| ISBN13 | 9788876421389 |
| Publishers | Birkhauser Verlag AG |
| Pages | 58 |
| Dimensions | 150 × 220 × 10 mm · 122 g (Weight (estimated)) |
| Language | English |
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