Credit risk : pricing, measurement, and management

Credit risk : pricing, measurement, and management

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Bibliographic Details
Main Authors : Duffie Darrell (Auteur), Singleton Kenneth J (Auteur)
Format : Book
Language : anglais
Title statement : Credit risk : pricing, measurement, and management / Darell Duffie and Kenneth J. Singleton
Published : Princeton, NJ : Princeton University Press , cop. 2003
Physical Description : XVI-396 p.
Series : Princeton series in finance
Subjects :
Crédit > Gestion
Gestion du risque
Description
Bibliography : Bibliogr. p. 371 à 384. Index
ISBN : 0-691-09046-7