Credit correlation: life after copulas / editors, Alexander Lipton, Andrew Rennie.
2008
HG6024.A3 C735 2008
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Details
Title
Credit correlation: life after copulas / editors, Alexander Lipton, Andrew Rennie.
Uniform Title
International journal of theoretical and applied finance.
ISBN
9789812709493 (hbk.)
Publication Details
New Jersey : World Scientific, c2008.
Language
English
Description
vii, 169 p. : ill.
Call Number
HG6024.A3 C735 2008
Dewey Decimal Classification
332.64/57
Note
Reprinted from the International journal of theoretical and applied finance, v. 10, no. 4 (June 2007).
Bibliography, etc. Note
Includes bibliographical references.
Access Note
Access limited to authorized users.
Added Author
Lipton, Alexander.
Rennie, Andrew, 1968-
Rennie, Andrew, 1968-
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