Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /

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Bibliographic Details
Main Author:	Brigo, Damiano, 1966-
Corporate Author:	ebrary, Inc
Other Authors:	Pallavicini, Andrea, Torresetti, Roberto
Format:	Electronic eBook
Language:	English
Published:	Chichester ; Hoboken, NJ : John Wiley & Sons, 2010.
Subjects:	Finance > Mathematical models. Credit > Mathematical models. Financial crises > Mathematical models. Electronic books.
Online Access:	An electronic book accessible through the World Wide Web; click to view
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010			\|z 2010013149
020			\|z 9780470665664 (pbk. : alk. paper)
035			\|a (CaPaEBR)ebr10419008
035			\|a (OCoLC)669248997
040			\|a CaPaEBR \|c CaPaEBR
050	1	4	\|a HG106 \|b .B75 2010eb
082	0	4	\|a 332.01/5195 \|2 22
100	1		\|a Brigo, Damiano, \|d 1966-
245	1	0	\|a Credit models and the crisis \|h [electronic resource] : \|b a journey into CDOs, Copulas, correlations and dynamic models / \|c Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti.
260			\|a Chichester ; \|a Hoboken, NJ : \|b John Wiley & Sons, \|c 2010.
300			\|a xxxi, 143 p. : \|b ill.
504			\|a Includes bibliographical references and index.
533			\|a Electronic reproduction. \|b Palo Alto, Calif. : \|c ebrary, \|d 2010. \|n Available via World Wide Web. \|n Access may be limited to ebrary affiliated libraries.
650		0	\|a Finance \|x Mathematical models.
650		0	\|a Credit \|x Mathematical models.
650		0	\|a Financial crises \|x Mathematical models.
655		7	\|a Electronic books. \|2 local
700	1		\|a Pallavicini, Andrea.
700	1		\|a Torresetti, Roberto.
710	2		\|a ebrary, Inc.
856	4	0	\|u http://site.ebrary.com/lib/daystar/Doc?id=10419008 \|z An electronic book accessible through the World Wide Web; click to view
908			\|a 170314
942	0	0	\|c EB
999			\|c 115135 \|d 115135