Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models - Brigo, Damiano, 1966-; Pallavicini, Andrea; Torresetti, Roberto (Chichester ; Hoboken, NJ : John Wiley & Sons, 2010)
Includes bibliographical references and index.
Description based on metadata supplied by the publisher and other sources.
Electronic reproduction. Santa Fe, Arg.: elibro, 2021. Available via World Wide Web. Access may be limited to eLibro affiliated libraries.
Keywords: Finance -- Mathematical models; Credit -- Mathematical models; Financial crises -- Mathematical models; Electronic books