Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models / / Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti.
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Year of Publication: | 2010 |
Language: | English |
Online Access: | |
Physical Description: | xxxi, 143 p. :; ill. |
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Bibliography: | Includes bibliographical references and index. |
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ISBN: | 9780470665664 (pbk. : alk. paper) |
Hierarchical level: | Monograph |
Statement of Responsibility: | Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti. |