Credit Risk Modeling with Affine Processes

By Darrel Duffie

This is a written version of the Cattedra Galileiana lectures, presented in 2002 at the Scuola Normale in Pisa. The objective is to combine an orientation to credit-risk modeling (emphasizing the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 8876421386
• ISBN13: 9788876421389
• Release Date: October 2004
• Publisher: Edizioni Della Normale
• Length: 58 Pages