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

Bibliographic Details
Main Author: Brigo, Damiano, 1966-
Corporate Author: ProQuest (Firm)
Other Authors: Pallavicini, Andrea., Torresetti, Roberto.
Format: Electronic eBook
Language:English
Published: Chichester ; Hoboken, NJ : John Wiley & Sons, 2010.
Subjects:
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