Cossin, Didier.

Advanced credit risk analysis : financial approaches and mathematical models to assess, price, and manage credit risk / Didier Cossin and Hughes Pirotte. - Chichester : John Wiley & Sons, 2001. - xii, 357 p. : ill. ; 25 cm. - Wiley series in financial engineering .

Includes bibliographical references and index.

0471987239

99-057861


Credit--Management.
Risk management.
Financial management.