Structural Approach of Credit Risk with Jump Diffusion Process

By Thanh Binh DAO

"Structural Approach of Credit Risk with Jump Diffusion Process" proposes three essays in the modelling of the firm's asset value as a jump diffusion process within the structural approach of credit... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3845409061
• ISBN13: 9783845409061
• Release Date: July 2011
• Publisher: LAP Lambert Academic Publishing
• Length: 180 Pages
• Weight: 0.60 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"