Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models /

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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Brigo, Damiano, 1966-
TeilnehmendeR:
Pallavicini, Andrea.
Torresetti, Roberto.
ProQuest (Firm)
Year of Publication:2010
Language:English
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Physical Description:xxxi, 143 p. :; ill.
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record_format marc
spelling Brigo, Damiano, 1966-
Credit models and the crisis [electronic resource] : a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti.
Chichester ; Hoboken, NJ : John Wiley & Sons, 2010.
xxxi, 143 p. : ill.
Includes bibliographical references and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Finance Mathematical models.
Credit Mathematical models.
Financial crises Mathematical models.
Electronic books.
Pallavicini, Andrea.
Torresetti, Roberto.
ProQuest (Firm)
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=589167 Click to View
language English
format Electronic
eBook
author Brigo, Damiano, 1966-
spellingShingle Brigo, Damiano, 1966-
Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /
author_facet Brigo, Damiano, 1966-
Pallavicini, Andrea.
Torresetti, Roberto.
ProQuest (Firm)
ProQuest (Firm)
author_variant d b db
author2 Pallavicini, Andrea.
Torresetti, Roberto.
ProQuest (Firm)
author2_variant a p ap
r t rt
author2_role TeilnehmendeR
TeilnehmendeR
TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Brigo, Damiano, 1966-
title Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /
title_sub a journey into CDOs, Copulas, correlations and dynamic models /
title_full Credit models and the crisis [electronic resource] : a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti.
title_fullStr Credit models and the crisis [electronic resource] : a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti.
title_full_unstemmed Credit models and the crisis [electronic resource] : a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti.
title_auth Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /
title_new Credit models and the crisis
title_sort credit models and the crisis a journey into cdos, copulas, correlations and dynamic models /
publisher John Wiley & Sons,
publishDate 2010
physical xxxi, 143 p. : ill.
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG106
callnumber-sort HG 3106 B75 42010
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=589167
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332.01/5195
dewey-sort 3332.01 45195
dewey-raw 332.01/5195
dewey-search 332.01/5195
oclc_num 669248997
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is_hierarchy_title Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /
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