Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini and Roberto Torresetti.

Author/creator Brigo, Damiano, 1966-
Other author Pallavicini, Andrea.
Other author Torresetti, Roberto.
Format Electronic
Publication InfoChichester ; Hoboken, NJ : John Wiley & Sons,
Descriptionxxxi, 143 p. : ill. ; 23 cm.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

SeriesWiley finance series
Bibliography noteIncludes bibliographical references (p. [131]-135) and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2010013149
ISBN9780470665664 (pbk. : alk. paper)

Availability

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Electronic Resources Access Content Online ✔ Available