検索結果 1 - 9 結果 / 9 検索語 'Duffie, Darrell', 処理時間: 0.01秒
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1
How big banks fail and what to do about it 著者: Duffie, Darrell
出版事項 2011請求記号: loading...
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2
Measuring corporate default risk 著者: Duffie, Darrell
出版事項 2011請求記号: loading...
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3
Credit risk modeling with affine processes 著者: Duffie, Darrell
出版事項 2004請求記号: loading...
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4
Credit risk pricing, measurement, and management 著者: Duffie, Darrell
出版事項 2003請求記号: loading...
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5
Transform analysis and asset pricing for affine jump-diffusions 著者: Duffie, Darrell
出版事項 1999請求記号: loading...
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6
Dynamic asset pricing theory 著者: Duffie, Darrell
出版事項 1992請求記号: loading...
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7
Security markets stochastic models 著者: Duffie, Darrell
出版事項 1988請求記号: loading...
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Presidential address Asset price dynamics with slow-moving capital. 著者: Duffie, Darrell
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関連主題
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