信用风险模型跟信用衍生产品分析解析.pptVIP

信用风险模型与信用衍生产品分析 王安兴 上海财经大学金融学院 Email：awang@mail.shufe.edu.cn 电话参考教材 Darrell Duffie, Kenneth J. Singleton, Credit Risk: Pricing, Measurement, and Management, Princeton University Press, 2003. David Lando, Credit Risk Modeling: Theory and Applications，Princeton University Press, 2004. Bernd Schmid, Credit Risk Pricing Models: Theory and Practice, Springer Verlag 2004(2nd Edition). Tomasz R, Bielecki, and Marek Rutkowski, Credit Risk: Moderling, Valuation and Hedging, Springer Verlag 2002. Satyajit Das, Credit Derivatives: CDOs and Structured Credit Products, John Wiley Sons 2005. 相关