Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models
by
 
Brigo, Damiano, 1966-

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

Author
: 
Brigo, Damiano, 1966-

ISBN
: 
9780470665664

Personal Author
: 
Brigo, Damiano, 1966-

Publication Information
: 
Chichester : John Wiley & Sons, 2010.

Physical Description
: 
xxxi, 143 p. : ill. ; 23 cm.

Series
: 
Wiley finance
 
Wiley finance series.

Subject Term
: 
Finance -- Mathematical models.
 
Credit -- Mathematical models.
 
Financial crises -- Mathematical models.

Added Author
: 
Pallavicini, Andrea.
 
Torresetti, Roberto.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025557246332.015195 B856C 20101