SOA QFI Track 参考书超全大合集

https://bbs.pinggu.org/thread-6906828-1-1.html

文章名称：Recent Advances in Credit Risk Modeling – IMF Working Paper

作者：ChristianCapuano, JorgeChan-Lau, GiancarloGasha, CarlosMedeiros, AndreSantos, MarcosSouto

出版日期：August 2009

共32p，文字版（非扫描版）PDF

目录：

I. Introduction

II. Structural Models

III. Reduced-Form Models

IV. Other Innovations in the Modeling of Credit Risk

V. Conclusions

Figure

Boxes

Appendix

References