Credit risk : pricing, measurement, and management / Darrell Duffie and Kenneth J. Singleton.

Author/creator Duffie, Darrell
Other author Singleton, Kenneth J.
Format Book
Publication InfoPrinceton, N.J. : Princeton University Press, ©2003.
Descriptionxvi, 396 pages : illustrations ; 25 cm.
Subjects

SeriesPrinceton series in finance
Princeton series in finance. ^A525958
Bibliography noteIncludes bibliographical references (p. 371-384) and index.
LCCN 2002030256
ISBN0691090467 (alk. paper)