Credit risk modeling with affine processes

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Paperback / softback by Darrel Duffie Short Description:

This is a written version of the Cattedra Galileiana lectures, presented in 2002 at the Scuola Normale in Pisa. The... Read more

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Publisher: Birkhauser Verlag AG
Publication Date: 01/10/2004
ISBN13: 9788876421389, 978-8876421389
ISBN10: 8876421386

Number of Pages: 58

Non Fiction , Mathematics & Science , Education