Duffie Darrell

Credit risk : pricing, measurement, and management / Darrell Duffie and Kenneth J. Singleton. - Princeton, N.J. : Princeton University Press, c2003. - xvi, 396 p. : ill. ; 24 cm. - Princeton series in finance .

Includes bibliographical references (p. 371-384) and index.

0691090467


Credit--Management
Risk Management

HG3751

332.7/42