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Credit Correlation : Life After Copulas.
The recent growth of credit derivatives has been explosive. The global credit derivatives market grew in notional value from 1 trillion to 20 trillion from 2000 to 2006. However, understanding the true nature of these instruments still poses both theoretical and practical challenges. For a long time...
| Clasificación: | Libro Electrónico |
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| Formato: | Electrónico eBook |
| Idioma: | Inglés |
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Singapore :
World Scientific Publishing Company,
2007.
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| Acceso en línea: | Texto completo |