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

Brigo, Damiano, 1966-

Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models / [electronic resource] : Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti. - Chichester ; Hoboken, NJ : John Wiley & Sons, 2010. - xxxi, 143 p. : ill.

Includes bibliographical references and index.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

ISBN:

LCCN:

Subjects--Topical Terms:
Finance--Mathematical models.
Credit--Mathematical models.
Financial crises--Mathematical models.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: HG106 / .B75 2010

Dewey Class. No.: 332.01/5195

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