Credit risk : pricing, measurement, and management /

Credit risk : pricing, measurement, and management / Darrell Duffie and Kenneth J. Singleton.

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Bibliographic Details
Main Author: Duffie, Darrell
Other Authors: Singleton, Kenneth J.
Format: Book
Language:English
Published: Princeton, N.J. : Princeton University Press, ©2003.
Series:Princeton series in finance.
Subjects:
Credit > Management.
Risk management.
Description
Physical Description:xvi, 396 pages : illustrations ; 25 cm.
Bibliography:Includes bibliographical references (pages 371-384) and index.
ISBN:0691090467 (alk. paper)

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