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)