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An introduction to credit risk modeling /

Bluhm, Christian

An introduction to credit risk modeling / Christian Bluhm, Ludger Overbeck, Christoph Wagner - Boca Raton, Fla. : Chapman & Hall/CRC, 2003 - 297 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series .

Includes bibliographical references (p. 283-291) and index

ISBN: 158488326X (alk. paper) 324.14

Subjects--Topical Terms:
Credit--Management--Mathematical models
Risk management--Mathematical models

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An introduction to credit risk modeling /

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