Credit risk : modeling, valuation and hedging /
Bielecki, Tomasz R., 1955-
Credit risk : modeling, valuation and hedging / Tomasz R. Bielecki, Marek Rutkowski. - Berlin ; New York : Springer, c2002. - xviii, 500 p. ; 25 cm. - Springer finance .
Includes bibliographical references ([477]-494) and index
9783540675938
Credit--Mathematical models.
Risk management--Mathematical models.
Credit risk : modeling, valuation and hedging / Tomasz R. Bielecki, Marek Rutkowski. - Berlin ; New York : Springer, c2002. - xviii, 500 p. ; 25 cm. - Springer finance .
Includes bibliographical references ([477]-494) and index
9783540675938
Credit--Mathematical models.
Risk management--Mathematical models.