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Credit risk: Pricing, measurement and management

by Duffie, D.

Material type: book Book; Format: print ; Literary form: not fiction Publisher: Princeton Princeton University Press 2003Availability: Items available for loan: [Call number: 332.7 DUF] (1).

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Quantitative risk management: Concepts techniques tools

by McNeil, A. J.

Material type: book Book; Format: print ; Literary form: not fiction Publisher: Princeton Princeton University Press 2005Availability: Items available for loan: [Call number: 658.1550151 MCN] (1).

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Credit risk modeling: Theory and applications

by Lando, D.

Material type: book Book; Format: print ; Literary form: not fiction Publisher: Princeton Princeton University Press 2004Availability: Items available for loan: [Call number: 332.7011 LAN] (1).

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Financial econometrics: Problems, models, and methods

by Gourieroux, C.

Material type: book Book; Format: print ; Literary form: not fiction Publisher: Princeton Princeton University Press 2001Availability: Items available for loan: [Call number: 330.015195 GOU] (1).

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