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 ISBN: 9783540675938 Subjects--Topical Terms: Credit--Mathematical models.Risk management--Mathematical models.