Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models
Damiano Brigo, Andrea Pallavicini and Roberto Torresetti
| Year of publication: |
2010 ; 1. publ.
|
|---|---|
| Authors: | Brigo, Damiano ; Pallavicini, Andrea ; Torresetti, Roberto |
| Publisher: |
Chichester : Wiley |
| Subject: | Kredit | Credit | Finanzmathematik | Mathematical finance | Derivat | Derivative | Kreditrisiko | Credit risk | Multivariate Verteilung | Multivariate distribution | Kreditderivat | Modell | Finanzkrise |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | XXXI, 143 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and index |
| ISBN: | 978-0-470-66566-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003950757