Bielecki, Tomasz R Rutkowski, Marek  <br/><br/>
Credit risk :  modeling valuation and hedging / 
by Tomasz R Bielecki and Marek Rutkowski  
 - New York :  Springer-Verlag ,  2002 . 
 - 501 p.  Hard Back 
 - Springer finance / edited by M Avellaneda ...[et al] .
<br/><br/><label>ISBN: </label>9783540675938 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Hazard processes <br/>Reduced form modelling <br/>Heat-jarrow-morton type models <br/>Markov chains <br/>Markovian models of credit migrations 
<br/><br/><label>Dewey Class. No.: </label>519  / TOM-C