Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models
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
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- Wiley
- Publication Year
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- 2010
- Book size
- 23 cm
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Notes
Includes bibliographical references (p. [131]-135) and index
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Details 詳細情報について
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- CRID
- 1130282271134529920
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- NII Book ID
- BB02581459
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- ISBN
- 9780470665664
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- LCCN
- 2010013149
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- Web Site
- https://lccn.loc.gov/2010013149
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- Text Lang
- en
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- Country Code
- uk
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- Title Language Code
- en
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- Place of Publication
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- Chichester
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- Classification
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- LCC: HG106
- DC22: 332.01/5195
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- Subject
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- Data Source
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- CiNii Books