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

The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk mode...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Brigo, Damiano, 1966-
Autres auteurs: Pallavicini, Andrea, Torresetti, Roberto
Format: Électronique eBook
Langue:Inglés
Publié: Chichester, West Sussex : John Wiley & Sons, 2010.
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