Bielecki, Tomasz R., 1955-

Credit risk : modeling, valuation and hedging / Tomasz R. Bielecki and Marek Rutkowski - Berlin : Springer, c2002 - xviii, 500 p. ; 25 cm. - Springer finance .

Includes bibliographical references and index

3540675930 3540659439 : Euro 64.95


Credit--Mathematical models
Risk management--Mathematical models
Stochastic processes
Financial Engineering
Economics

519.23