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Credit Risk: Modeling, Valuation and Hedging

Credit Risk: Modeling, Valuation and Hedging

Paperback

Series: Springer Finance

Investing & FinanceGeneral MathematicsProbability & Statistics

ISBN10: 3642087078
ISBN13: 9783642087073
Publisher: Springer
Published: Dec 5 2010
Pages: 501
Weight: 1.59
Height: 1.05 Width: 6.14 Depth: 9.21
Language: English
This book will be an important reference for practitioners involved with managing portfolios sensitive to credit risk. Graduate students and researchers in mathematical finance, financial engineering, finance and probability will also benefit from the book.

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Bielecki, Tomasz R.

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Investing & Finance