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1
How big banks fail and what to do about it per Duffie, Darrell
Publicat 2011Signatura: loading...
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2
Measuring corporate default risk per Duffie, Darrell
Publicat 2011Signatura: loading...
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3
Credit risk modeling with affine processes per Duffie, Darrell
Publicat 2004Signatura: loading...
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4
Credit risk pricing, measurement, and management per Duffie, Darrell
Publicat 2003Signatura: loading...
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5
Transform analysis and asset pricing for affine jump-diffusions per Duffie, Darrell
Publicat 1999Signatura: loading...
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6
Dynamic asset pricing theory per Duffie, Darrell
Publicat 1992Signatura: loading...
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7
Security markets stochastic models per Duffie, Darrell
Publicat 1988Signatura: loading...
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8
Frailty correlated default. per Duffie, Darrell
Publicat a Journal of FinanceSignatura: loading...
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9
Presidential address Asset price dynamics with slow-moving capital. per Duffie, Darrell
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Matèries relacionades
B-34544 1992
Bank failures
Bonds
Capital assets pricing models
Corporate debt
Credit
Credit analysis
Credit risk modeling
Debt financing (Corporations)
Default (Finance)
Diffusion processes
Econometric models
Financial crises
Integral functions
Jump processes
Management
Mathematical models
Option value
Options (Finance)
Portfolio management
Prevention
Prices
Risk
Risk management
Securities
Statistical methods
Uncertainty
Valuation