Credit risk : pricing, measurement, and management / Darrell Duffie and Kenneth J. Singleton.
Uniform Title: | Princeton series in finance.
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Main Author: | Duffie, Darrell |
Other Authors: | Singleton, Kenneth J. |
Language: | English |
Published: |
Princeton, N.J. :
Princeton University Press,
[2003], ©2003.
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Series: | Princeton series in finance.
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Subjects: | |
Physical Description: | xvi, 396 pages : illustrations ; 25 cm. |
Format: | Book |