Credit risk : pricing, measurement, and management

Author(s)

• Duffie, Darrell
• Singleton, Kenneth J.

Bibliographic Information

Credit risk : pricing, measurement, and management

Darrell Duffie and Kenneth J. Singleton

（Princeton series in finance）

Princeton University Press, c2003

Note

Bibliography: p. 371-384

Includes index

Details

• NCID: BA60830349
• ISBN:
  • 0691090467
• LCCN: 2002030256
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Princeton, N.J.
• Pages/Volumes: xvi, 396 p.
• Size: 24 cm
• Classification:
  • DC21 : 332.7
• Subject Headings:
  • LCSH : Credit -- Management
  • LCSH : Risk management
  • LCSH : Risk management -- Mathematical models
• Parent Bibliography ID:
  • BA54784338