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Credit Models and the Crisis: A Journey into CDOs Copulas, Correlations and Dynamic Models

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Credit Models and the Crisis: A Journey into CDOs Copulas, Correlations and Dynamic Models
Overview
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 commo...

The book, Credit Models and the Crisis: A Journey into CDOs Copulas, Correlations and Dynamic Models [Bulk, Wholesale, Quantity] ISBN# 9780470665664 in Paperback by Brigo, Damiano;Pallavicini, Andrea;Torresetti, Roberto may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.
Product Details
6/1/2010
Paperback, Unabridged
Wiley & Sons, Incorporated, John
Business & Economics
176
9780470665664
0470665661
0.63" H x 9.04" L x 6.11" W
0.6000
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Credit Models and the Crisis: A Journey into CDOs Copulas, Correlations and Dynamic Models

Credit Models and the Crisis: A Journey into CDOs Copulas, Correlations and Dynamic Models

Paperback
Damiano Brigo; Andrea Pallavicini; Roberto Torresetti
Wiley & Sons, Incorporated, John