Credit risk
Subtitle: modeling, valuation and hedging
By: Tomasz R. Bielecki, Marek Rutkowski
Contributors: Rutkowski, Marek, 1952-
Series: Springer finance
Publisher: Springer
Published: 2002
Place of publication: Berlin; New York
Language: eng
Number of pages: 500
Subjects: Credit -- Mathematical models; Risk management -- Mathematical models
Notes: Includes bibliographical references (p. [479]-494) and index