{"product_id":"9788876421389","title":"Credit risk modeling with affine processes","description":"\u003ch1\u003eCredit risk modeling with affine processes\u003c\/h1\u003e \u003ch2\u003eDuffie, Darrel\u003c\/h2\u003e \u003cp\u003eThis is a written version of the Cattedra Galileiana lectures, presented in 2002 at the Scuola Normale in Pisa. The objective is to combine an orientation to credit-risk modeling (emphasizing the valuation of corporate debt and credit derivatives) with an introduction to the analytical tractability and richness of affine state processes. This is not a general survey of either topic, but rather is designed to introduce researchers with some background in mathematics to a useful set of modeling techniques and an interesting set of applications.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Edizioni della Normale\u003c\/p\u003e \u003cp\u003ePublication Date: 2004-10-01\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9788876421389\u003c\/p\u003e \u003cp\u003eDOI: \u003c\/p\u003e \u003cp\u003eDimensions: 240.0cm x170.0cm\u003c\/p\u003e \u003cp\u003ePages: 58.0\u003c\/p\u003e ","brand":"Scuola Normale Superiore","offers":[{"title":"Default Title","offer_id":44559071117452,"sku":"9788876421389","price":26.95,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9788876421389.jpg?v=1759919734","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9788876421389","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}