مرکز منطقه ای اطلاع رساني علوم و فناوري - Credit risk modeling with affine processes

Title of article :

Credit risk modeling with affine processes

Author/Authors :

Darrell Duffie، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

2751

To page :

2802

Keywords :

First to default , credit risk , Affine processes , Default correlation

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193790

Link To Document :