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2. 
Cover image for Transmission of financial crises and contagion : a latent factor approach
Transmission of financial crises and contagion : a latent factor approach
Transmission of financial crises and contagion : a latent factor approach
by 
Dungey, Mardi.
Format: 
Books
Publication Date 
2011
Excerpt: 
Financial crises -- Mathematical models.
Available: Copies:
3. 
Cover image for Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models
Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models
Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models
by 
Brigo, Damiano, 1966-
Format: 
Books
Publication Date 
2010
Excerpt: 
Financial crises -- Mathematical models.
Available: Copies:
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