Credit risk measurement : new approaches to value at risk and other paradigms

Bibliographic Details
Main Author: Saunders, Anthony , 1949- (Author)
Format: Book
Published: New York : John Wiley , c1999
Series:Wiley frontiers in finance series
Subjects:
Description
Physical Description:xii, 226 p. : ill. ; 24 cm.
Bibliography:Includes bibliographical references (p. 205-213) and index
ISBN:0471350842