Journals Higher Education

£31.49

Hardback

Published: 23 June 2011

128 Pages | 22 Figures, 13 Tables

234x156mm

ISBN: 9780199279234


Also Available As:

Ebook


Also Available In:


Bookseller Code (AJ)

Measuring Corporate Default Risk

Darrell Duffie

Clarendon Lectures in Finance

  • Written by one of the most influential financial economists of our time
  • Tight focus on default risk of public corporations
  • A highly rigorous approach that provides a reliable framework for new applications and extensions
  • Unified and self-contained description of the underlying mathematical methodology
  • Application of Markov Chain Monte Carlo methods
Share: