Cossin, Didier.

Advanced credit risk analysis : financial approaches and mathematical models to assess, price, and manage credit risk / Didier Cossin and Hughes Pirotte. - New York : John Wiley & Sons, 2001. - xiii, 357 p. : ill. ; 25 cm. - Wiley series in financial engineering. .

Includes index.

Includes bibliographical references.

0471987239 (hbk.)


Credit--Management.
Risk management.