Bluhm, Christian.

Introduction to credit risk modeling / Christian Bluhm, Ludger Overbeck, Christoph Wagner. - 2nd ed. - Boca Raton, FL : Chapman & Hall/CRC, c2010. - xix, 364 p. : ill. ; 24 cm. - Chapman & Hall/CRC financial mathematics series . - Chapman & Hall/CRC financial mathematics series. .

Includes bibliographical references (p. 345-358) and index.

9781584889922 (hbk.) 1584889926 (hbk.)


Credit--Management--Mathematical models.
Risk management--Mathematical models.

658.880151 / BLU 2010