Lando, David, 1964-

Credit risk modeling : theory and applications / David Lando - Princeton, N.J. : Princeton University Press, 2004 - xvi, 310 p. : ill. ; 25 cm. - Princeton series in finance .

Includes bibliographical references (p. [297]-306) and index

0691089299 (cl : alk. paper) RM258.30


Credit--Management
Risk management