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

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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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Brigo, Damiano, 1966-
Other Authors: Pallavicini, Andrea, Torresetti, Roberto
Format: Electronic eBook
Language:Inglés
Published: Chichester, West Sussex : John Wiley & Sons, 2010.
Subjects:
Finance > Mathematical models.
Credit > Mathematical models.
Financial crises > Mathematical models.
Finances > Modèles mathématiques.
Crédit > Modèles mathématiques.
BUSINESS & ECONOMICS > Finance.
Credit > Mathematical models
Finance > Mathematical models
Financial crises > Mathematical models
Online Access:Texto completo (Requiere registro previo con correo institucional)
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Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /
by Brigo, Damiano, 1966-
Published 2010
Texto completo
Electronic eBook
Search Result 2
Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models /
by Brigo, Damiano, 1966-
Published 2010
Texto completo
Texto completo
Electronic eBook
Show all versions (3)

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