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1. 
Cover image for Measuring corporate default risk
Measuring corporate default risk
by 
Duffie, Darrell.
Format: 
Books
Publication Date 
2011
Excerpt: 
-- Empirical evidence of frailty -- Time-series parameter estimates -- Residual Gaussian copula correlation
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2. 
Cover image for Financial models with Lévy processes and volatility clustering
Financial models with Lévy processes and volatility clustering
by 
Rachev, S. T. (Svetlozar Todorov)
Format: 
Books
Publication Date 
2011
Excerpt: 
Financial models with Lévy processes and volatility clustering / Rachev, S. T. (Svetlozar Todorov)
Available: Copies:
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