Credit Correlation : Life after Copulas

Key Features:Contributors are practitioners and academics from leading institutions such as Citigroup, Lehmen Brothers, JP Morgan, University of Cambridge, Imperial College London and Stanford University.

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Year of publication:	2007
Authors:	Lipton, Alexander
Other Persons:	Rennie, Andrew (contributor)
Publisher:	Singapore : World Scientific Publishing Co Pte Ltd
Subject:	Kreditrisiko \| Credit risk \| Theorie \| Theory \| Kredit \| Credit \| Portfolio-Management \| Portfolio selection \| Derivat \| Derivative \| Multivariate Verteilung \| Multivariate distribution

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Extent:	1 online resource (178 pages)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based on publisher supplied metadata and other sources.
ISBN:	978-981-270-950-9 ; 978-981-270-949-3
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012690954