Credit risk : pricing, measurement, and management

• Main Authors: Duffie, Darrell, 1954- (Author), Singleton, Kenneth J., 1951- (Author)
• Format: Book
• Language: English
• Published: Princeton : Princeton University Press, 2003
• Series: Princeton series in finance
• Subjects: kreditní riziko; finanční rizika; ekonometrické modely; finanční deriváty; credit risk; financial risks; econometric models; derivative securities; monografie; monographs
• ISBN: 0691090467
• Physical Description: xvi, 396 s. : il. ; 24 cm