Recently Viewed

Credit risk modeling with affine processes by Darrell Duffie 9788876421389
New

Credit risk modeling with affine processes by Darrell Duffie 9788876421389

No reviews yet Write a Review
RRP: £15.99
Booksplease Price: £15.70
Booksplease saves you

  Delivery: We ship to over 200 countries from the UK
  Range: Millions of books available
  Reviews: Booksplease rated "Excellent" on Trustpilot

  FREE UK DELIVERY: When you buy 3 or more books on Booksplease - Use code: FREEUKDELIVERY in your cart!

SKU:
9788876421389
MPN:
9788876421389
Available from Booksplease!
Availability: Usually dispatched within 5 working days
Ask Questions

Frequently Bought Together:

Total: Inc. VAT
Total: Ex. VAT

Description

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 valuation of corporate debt and credit derivatives) with an introduction to the analytical tractability and richness of affine state processes. This is not a general survey of either topic, but rather is designed to introduce researchers with some background in mathematics to a useful set of modeling techniques and an interesting set of applications.

Book Information
ISBN 9788876421389
Author Darrell Duffie
Format Paperback
Page Count 58
Imprint Scuola Normale Superiore
Publisher Birkhauser Verlag AG

Reviews

No reviews yet Write a Review

Related Titles

Measuring Corporate Default Risk by Darrell Duffie

Measuring Corporate Default Risk by Darrell Duffie

RRP: £23.99
Booksplease Price: £21.66
This book, based on the author's Clarendon Lectures in Finance, examines the empirical behaviour of corporate default risk. A new and unified statistical methodology for default prediction, based on...
Add to Cart

Booksplease  Reviews

J - United Kingdom

Fast and efficient way to choose and receive books

This is my second experience using Booksplease. Both orders dealt with very quickly and despatched. Now waiting for my next read to drop through the letterbox.

J - United Kingdom

T - United States

Will definitely use again!

Great experience and I have zero concerns. They communicated through the shipping process and if there was any hiccups in it, they let me know. Books arrived in perfect condition as well as being fairly priced. 10/10 recommend. I will definitely shop here again!

T - United States

R - Spain

The shipping was just superior

The shipping was just superior; not even one of the books was in contact with the shipping box -anywhere-, not even a corner or the bottom, so all the books arrived in perfect condition. The international shipping took around 2 weeks, so pretty great too.

R - Spain

J - United Kingdom

Found a hard to get book…

Finding a hard to get book on Booksplease and with it not being an over inflated price was great. Ordering was really easy with updates on despatch. The book was packaged well and in great condition. I will certainly use them again.

J - United Kingdom