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Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models

Name: Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models
Author: Damiano Brigo, Andrea Pallavicini, Roberto Torresetti
ISBN: 9780470665664

AuthorDamiano Brigo, Andrea Pallavicini, Roberto Torresetti

PublisherJohn Wiley & Sons

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Book Details

Author(s)Damiano Brigo, Andrea Pallavicini, Roberto Torresetti

PublisherJohn Wiley & Sons

ISBN / ASIN0470665661

ISBN-139780470665664

MarketplaceUnited States 🇺🇸