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Credit risk: pricing, measurement and management
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Catalogue Information
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Details
Dewey Class
332.742 (DDC 21)
Title
Credit risk (M) : pricing, measurement and management / Darrell Duffie and Kenneth J. Singleton
Author
Duffie, Darrell
Added Personal Name
Singleton, Kenneth J.
Publication
Princeton, N.J. : Princeton University Press , 2003
Physical Details
xvi, 396 p. : ill. ; 24 cm.
Series
Princeton series in finance
ISBN
0691090467
Note
Includes bibliographical references
Links to Related Works
Subject References:
Credit
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Financial risk management
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Risk Management
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Authors:
Duffie, Darrell
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Singleton, Kenneth J.
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Series:
Princeton series in finance
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Classification:
332.742 (DDC 21)
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51-77 DUF
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00000000310441
51-77 DUF
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