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1、CreditRiskModelingCreditRiskModeling:TheoryandApplicationsisapartofthePrincetonSeriesinFinanceSeriesEditorsDarrellDuffieStephenSchaeferStanfordUniversityLondonBusinessSchoolFinanceasadisciplinehasbeengrowingrapidly.Thenumbersofresearchersinacademyandindustry,ofstudents,o
2、fmethodsandmodelshaveallproliferatedinthepastdecadeorso.Thisgrowthanddiversitymanifestsitselfintheemergingcross-disciplinaryaswellascross-nationalmixofscholarshipnowdrivingthefieldoffinanceforward.Theintellectualrootsofmodernfinance,aswellasthebranches,willberepresentedint
3、hePrincetonSeriesinFinance.Titlesinthisserieswillbescholarlyandprofessionalbooks,intendedtobereadbyamixedaudienceofeconomists,mathematicians,operationsresearchscien-tists,financialengineers,andotherinvestmentprofessionals.Thegoalistopro-videthefinestcross-disciplinarywork
4、inallareasoffinancebywidelyrecognizedresearchersintheprimeoftheircreativecareers.OtherBooksinThisSeriesFinancialEconometrics:Problems,Models,andMethodsbyChristianGourierouxandJoannJasiakCreditRisk:Pricing,Measurement,andManagementbyDarrellDuffieandKennethJ.SingletonMicrof
5、oundationsofFinancialEconomics:AnIntroductiontoGeneralEquilibriumAssetPricingbyYvanLengwilerCreditRiskModelingTheoryandApplicationsDavidLandoPrincetonUniversityPressPrincetonandOxfordCopyrightc2004byPrincetonUniversityPressPublishedbyPrincetonUniversityPress,41WilliamS
6、treet,Princeton,NewJersey08540IntheUnitedKingdom:PrincetonUniversityPress,3MarketPlace,Woodstock,OxfordshireOX201SYAllrightsreservedLibraryofCongressCataloguing-in-PublicationDataLando,David,1964–Creditriskmodeling:theoryandapplications/DavidLando.p.cm.—(Princetonseries
7、infinance)Includesbibliographicalreferencesandindex.ISBN0-691-08929-9(cl:alk.paper)1.Credit—Management.2.Riskmanagement.3.Financialmanagement.I.Title.II.Series.HG3751.L362004332.7011—dc222003068990BritishLibraryCataloguing-in-PublicationDataAcataloguerecordforthisbooki
8、savailablefromtheBritishLibraryThisbookhasbeencomposedinTimesandtypesetbyT&TProductionsLtd,LondonPrintedonacid
