Credit risk : modeling, valuation and hedging

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Bibliographic Information

Title
"Credit risk : modeling, valuation and hedging"
Statement of Responsibility
Tomasz R. Bielecki, Marek Rutkowski
Publisher
  • Springer
Publication Year
  • c2002
Book size
24 cm
Series Name / No
  • : [pbk.]

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Notes

"1st edition 2002. Corrected 2nd printing, c2004"--T.p. verso of 2nd printing (xviii, 501 p.)

Includes bibliographical references (p. [479]-494) and index

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