Credit risk modeling: theory and applications
Auteur :
Lando, David
Éditeur :
Princeton University Press
ISBN :
9780691089294
Date de publication :
21 juin 2004
Dimensions :
23,5 x 15,2 cm
Poids :
624 g
Format :
B315
Langue :
Anglais
Pays d'origine :
USA
Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts i