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

Bibliographic Details
Main Author: Brigo, Damiano, 1966-
Other Authors: Pallavicini, Andrea., Torresetti, Roberto.
Format: Electronic
Language:English
Published: Chichester ; Hoboken, NJ : John Wiley & Sons, 2010.
Subjects:
Online Access:https://recursos.uloyola.es/login?url=https://accedys.uloyola.es:8443/accedix0/sitios/ebook.php?id=178533
Description
Physical Description:xxxi, 143 p. : ill.
Bibliography:Includes bibliographical references and index.