Measuring and managing credit risk / Arnaud de Servigny, Olivier Renault.
By: Servigny, Arnaud de.
Contributor(s): Renault, Olivier.
Material type: BookPublisher: New York : McGraw-Hill, c2004Description: xi, 466 p. : ill. ; 24 cm.ISBN: 9780071417556 (hbk); 0071417559 (Hardcover : alk. paper).Subject(s): Credit -- Management -- Mathematical models | Risk management -- Mathematical models | Credit ratings | Derivative securities | Default (Finance) | Banking RegulationsDDC classification: 332.60681 Online resources: Contributor biographical information | Publisher description | Table of contentsItem type | Current location | Call number | Copy number | Status | Date due |
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Monograph | Indian Institute of Management Udaipur A6/2 | 332.60681 (Browse shelf) | 1 | Available |
Includes bibliographical references.
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