Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /
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Main Author: | Brigo, Damiano, 1966- |
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Corporate Author: | ebrary, Inc |
Other Authors: | Pallavicini, Andrea, Torresetti, Roberto |
Format: | Electronic eBook |
Language: | English |
Published: |
Chichester ; Hoboken, NJ :
John Wiley & Sons,
2010.
|
Subjects: | |
Online Access: | An electronic book accessible through the World Wide Web; click to view |
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