Credit risk valuation : methods, models, and applications /
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
New York :
Springer,
c2001.
|
| Edition: | 2nd ed. |
| Subjects: |
| Item Description: | "Originally published as volume 470 in the series Lecture notes in economics and mathematical systems with the title Pricing derivative credit risk"--Verso t.p. |
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| Physical Description: | x, 255 p. : ill. ; 25 cm. |
| Bibliography: | Includes bibliographical references (p. [237]-246) and index. |
| ISBN: | 3540678050 (alk. paper) |