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

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Bibliographic Information

Title
"Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models"
Statement of Responsibility
Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti
Publisher
  • Wiley
Publication Year
  • 2010
Book size
23 cm

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Notes

Includes bibliographical references (p. [131]-135) and index

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