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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| 020 | |z 9780470665664 (pbk. : alk. paper) | ||
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| 040 | |a MiAaPQ |c MiAaPQ |d MiAaPQ | ||
| 050 | 4 | |a HG106 |b .B75 2010 | |
| 082 | 0 | 4 | |a 332.01/5195 |2 22 |
| 100 | 1 | |a Brigo, Damiano, |d 1966- | |
| 245 | 1 | 0 | |a Credit models and the crisis |h [electronic resource] : |b a journey into CDOs, Copulas, correlations and dynamic models / |c Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti. |
| 260 | |a Chichester ; |a Hoboken, NJ : |b John Wiley & Sons, |c 2010. | ||
| 300 | |a xxxi, 143 p. : |b ill. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Credit |x Mathematical models. | |
| 650 | 0 | |a Financial crises |x Mathematical models. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Pallavicini, Andrea. | |
| 700 | 1 | |a Torresetti, Roberto. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=589167 |z Click to View |