Credit models and the crisis: a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti.
2010
HG106 .B75 2010
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Details
Title
Credit models and the crisis: a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti.
Author
Brigo, Damiano, 1966-
ISBN
9780470665664 (pbk. : alk. paper)
Publication Details
Chichester ; Hoboken, NJ : John Wiley & Sons, 2010.
Language
English
Description
xxxi, 143 p. : ill.
Call Number
HG106 .B75 2010
Dewey Decimal Classification
332.01/5195
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Added Author
Pallavicini, Andrea.
Torresetti, Roberto.
Torresetti, Roberto.
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