Credit risk : modeling, valuation and hedging

Author(s)

• Bielecki, Tomasz R.
• Rutkowski, Marek

Bibliographic Information

Credit risk : modeling, valuation and hedging

Tomasz R. Bielecki, Marek Rutkowski

（Springer finance）

Springer, c2010

• : pbk

Note

"1st edtion 2002. Corrected 2nd printing"--T.p. verso

Bibliography: p. [479]-494

Includes index

Details

• NCID: BB13854870
• ISBN:
  • 9783642087073
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xviii, 501 p.
• Size: 24 cm
• Classification:
  • DC22 : 332.7015118
• Subject Headings:
  • LCSH : Credit -- Mathematical models
  • LCSH : Risk management -- Mathematical models
• Parent Bibliography ID:
  • BA37506339