Servigny, Arnaud de

Measuring and managing credit risk / Arnaud de Servigny, Olivier Renault - New York : McGraw-Hill, 2004 - xi, 466 p. : ill. ; 24 cm.

Includes bibliographical references

0071417559 (Hardcover : alk. paper) RM261.30


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