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1. 
Cover image for The Basel II risk parameters : estimation, validation, and stress testing
The Basel II risk parameters : estimation, validation, and stress testing
by 
Engelmann, Bernd.
Publisher description http://www.loc.gov/catdir/enhancements/fy0824/2006929673-d.html
Table of contents only http://www.loc.gov/catdir/enhancements/fy0824/2006929673-t.html
Format: 
Books
Publication Date 
2010
Excerpt: 
Credit ratings -- Mathematical models.
Available: Copies:
2. 
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: 
Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models /
Available: Copies:
3. 
Cover image for Counterparty credit risk : the new challenge for global financial markets
Counterparty credit risk : the new challenge for global financial markets
by 
Gregory, Jon, 1971-
Format: 
Books
Publication Date 
2010
Excerpt: 
Derivative securities -- Mathematical models.
Available: Copies:
4. 
Cover image for Cash CDO modelling in Excel : a step by step approach
Cash CDO modelling in Excel : a step by step approach
by 
Smith, Darren.
Format: 
Electronic Resources
Publication Date 
2010
Excerpt: 
Credit derivatives -- Mathematical models.
Available: Copies:
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