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Credit models and the crisis [electronic resource] : a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti. by Brigo, Damiano, 1966- | Pallavicini, Andrea | Torresetti, Roberto | ProQuest (Firm). Material type: Text; Format:
electronic
available online
; Literary form:
Not fiction
Publication details: Chichester ; Hoboken, NJ : John Wiley & Sons, 2010Online access: Click to View Availability: No items available.
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Credit risk frontiers [electronic resource] : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity / Tomasz R. Bielecki, Damiano Brigo, and Frederic Patras. by Bielecki, Tomasz R, 1955- | Brigo, Damiano, 1966- | Patras, Frederic | ProQuest (Firm). Material type: Text; Format:
electronic
available online
; Literary form:
Not fiction
Publication details: Hoboken, N.J. : Wiley, 2011Online access: Click to View Availability: No items available.
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