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-Contributor(s): Pallavicini, Andrea | Torresetti, Roberto | ProQuest (Firm)Material type: TextTextPublication details: Chichester ; Hoboken, NJ : John Wiley & Sons, 2010Description: xxxi, 143 p. : illSubject(s): Finance -- Mathematical models | Credit -- Mathematical models | Financial crises -- Mathematical modelsGenre/Form: Electronic books.DDC classification: 332.01/5195 LOC classification: HG106 | .B75 2010Online resources: Click to View
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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.

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