Duffie, Darrell

Measuring corporate default risk / by Darrell Duffie. - Oxford : Oxford University Press, 2011 - viii, 109 p. : ill.

Includes bibliographical references and index.

9780199279234


Corporate debt -- Statistical methods ; Corporate debt -- Mathematical models ;
Risk -- Statistical methods ; Risk -- Mathematical models ; Default (Finance) -- Statistical methods ; Default (Finance) -- Mathematical models

332.74015195