Darrell Duffie

Measuring Corporate Default Risk

Buch

Based on the author's Clarendon Lectures in Finance, this book develops and implements statistical methods for modelling corporate credit risk.

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Produktdetails

ISBN: 978-0-19-927923-4
EAN: 9780199279234
Produktnummer: 22671650
Verlag: OXFORD UNIV PR
Sprache: Englisch
Erscheinungsjahr: 2011
Seitenangabe: 109 S.
Masse: H24.1 cm x B15.9 cm x D1.5 cm 345 g
Gewicht: 345

Über den Autor

Darrell Duffie has been writing about financial markets since 1984. He is a Fellow of the American Academy of Arts and Sciences, a Fellow and member of the Council of the Econometric Society, and a Research Associate of the National Bureau of Economic Research. He is a member of the Financial Advisory Roundtable of the New York Federal Reserve Bank, and a member of the board of directors of Moody's Corporation. Prof. Duffie was the President of the American FinanceAssociation until January, 2010. In 2003, he was awarded the SunGard/IAFE Financial Engineer of the Year Award from the International Association of Financial Engineers.