Credit risk models and the Basel Accords
By: Donald van Deventer & Kenji Imai.
Contributors: Imai, Kenji, 1963-
Series: Wiley finance; Wiley finance series.
Publisher: John Wiley & Sons (Asia)
Published: 2003
Place of publication: Singapore; Hoboken, NJ
Language: eng
Number of pages: 270
Subjects: Credit -- Management -- Mathematical models.; Risk management -- Mathematical models.
Notes: Includes bibliographical references and index.