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An introduction to credit risk modeling / Christian Bluhm, Ludger Overbeck, Christoph Wagner.

Lippincott Library HG3751 .B58 2003
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Format:
Book
Author/Creator:
Bluhm, Christian.
Contributor:
Overbeck, Ludger.
Wagner, Christoph, 1966-
Louis A. Duhring Fund.
Anne and Joseph Trachtman Memorial Book Fund.
Series:
Chapman & Hall/CRC financial mathematics series
Language:
English
Subjects (All):
Credit--Management--Mathematical models.
Credit.
Risk management--Mathematical models.
Risk management.
Credit--Management.
Physical Description:
297 pages : illustrations ; 25 cm.
Place of Publication:
Boca Raton, Fla. : Chapman & Hall/CRC, [2003]
Notes:
Includes bibliographical references (pages 283-291) and index.
Local Notes:
Acquired for the Penn Libraries with assistance from the Anne and Joseph Trachtman Memorial Book Fund.
Acquired for the Penn Libraries with assistance from the Louis A. Duhring Fund.
ISBN:
158488326X
OCLC:
50041388

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