Credit risk modeling : Theory and applications / David Lando.

"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 researc...

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Tác giả chính: Lando, David.
Định dạng: text
Ngôn ngữ:vie
Thông tin xuất bản: Princeton University Press,
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Tóm tắt:"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 in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk."--Jacket.