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

By: Contributor(s): Publication details: Chichester ; Hoboken, NJ : John Wiley & Sons, 2010.Description: xxxi, 143 p. : illISBN:
  • 9780470665664 (pbk. : alk. paper)
Subject(s): Genre/Form: DDC classification:
  • 332.01/5195 22
LOC classification:
  • HG106 .B75 2010eb
Online resources:
Item type: eBooks
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Includes bibliographical references and index.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2010. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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