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Credit risk : modeling, valuation and hedging /

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Bibliographic Details
Main Author: Bielecki, Tomasz R., 1955-
Other Authors: Rutkowski, Marek, 1952-
Format: Book
Language:English
Published: Berlin ; New York : Springer, [2002]
Series:Springer finance.
Subjects:
Credit > Mathematical models.
Risk management > Mathematical models.
Description
Physical Description:xviii, 500 pages ; 25 cm.
Bibliography:Includes bibliographical references (pages [479]-494) and index.
ISBN:3540675930 (alk. paper)