Bluhm Christian

An introduction to credit risk modeling / Christian Bluhm, Ludger Overbeck, Christoph Wagner. - Boca Raton, Fla. ; London : Chapman & Hall/CRC, 2003. - 297 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series .

Includes bibliographical references (pp283-291) and index.

158488326X


Credit--Management--Mathematical models
Risk management--Mathematical models

HG3751

658.8/8/0151