Credit risk : pricing, measurement, and management / Darrell Duffie and Kenneth J. Singleton.
| Author/creator | Duffie, Darrell |
| Other author | Singleton, Kenneth J. |
| Format | Book |
| Publication Info | Princeton, N.J. : Princeton University Press, ©2003. |
| Description | xvi, 396 pages : illustrations ; 25 cm. |
| Subjects |
| Series | Princeton series in finance Princeton series in finance. ^A525958 |
| Bibliography note | Includes bibliographical references (p. 371-384) and index. |
| LCCN | 2002030256 |
| ISBN | 0691090467 (alk. paper) |