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1
How big banks fail and what to do about it by Duffie, Darrell
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2
Measuring corporate default risk by Duffie, Darrell
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3
Credit risk modeling with affine processes by Duffie, Darrell
Published 2004Call Number: loading...
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4
Credit risk pricing, measurement, and management by Duffie, Darrell
Published 2003Call Number: loading...
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5
Transform analysis and asset pricing for affine jump-diffusions by Duffie, Darrell
Published 1999Call Number: loading...
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6
Dynamic asset pricing theory by Duffie, Darrell
Published 1992Call Number: loading...
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7
Security markets stochastic models by Duffie, Darrell
Published 1988Call Number: loading...
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Related Subjects
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