Bielecki, Tomasz R.

Credit risk : modeling, valuation and hedging / Tomasz R. Bielecki, Marek Rutkowski - 1st ed. - Berlin : Springer-Verlag, c2004 - xviii, 501 p. - Springer finance . - Springer finance .

Y05 M11 D57

3540675930


Credit--Mathematical models.
Risk management--Mathematical models.

332.7015118 / B587C