Measuring and managing credit risk
by
 
Servigny, Arnaud de.

Title
Measuring and managing credit risk

Author
Servigny, Arnaud de.

ISBN
9780071417556

Personal Author
Servigny, Arnaud de.

Publication Information
New York : McGraw-Hill, c2004.

Physical Description
xi, 466 p. : ill. ; 24 cm.

Subject Term
Credit -- Management -- Mathematical models.
 
Risk management -- Mathematical models.
 
Credit ratings.
 
Derivative securities.
 
Default (Finance)

Added Author
Renault, Olivier.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025517257332.10681 S491M 20041