Credit risk : pricing, measurement, and management /

Main Author: Duffie, Darrell
Other Authors: Singleton, Kenneth J.
Format: Book
Language:English
Published: Princeton, N.J. : Princeton University Press, c2003.
Subjects:
Physical Description:xvi, 396 p. : ill. ; 24 cm.
Bibliography:Includes bibliographical references (p. 371-384) and index.
ISBN:0691090467 (alk. paper)