Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /
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 |
Similar Items
-
Counterparty credit risk, collateral and funding with pricing cases for all asset classes /
by: Brigo, Damiano.
Published: (2013) -
Extreme value methods with applications to finance
by: Novak, Serguei Y.
Published: (2012) -
New developments in financial modelling /
Published: (2008) -
Bayesian risk management : a guide to model risk and sequential learning in financial markets /
by: Sekerke, Matt,
Published: (2015) -
ARCH models for financial applications
by: Xekalaki, Evdokia.
Published: (2010)