Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models /
Credit Models and the Crisis is a succinct but technical analysis of the key aspects of the credit derivatives modelling problems, tracing the development (and flaws) of new quantitative methods for credit derivatives and CDOs up to and through the credit crisis. Responding to the immediate need for...
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| Other Authors: | , |
| Format: | Book |
| Language: | English |
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Chichester :
John Wiley & Sons,
2010
Chichester : c2010 Chichester ; Hoboken, NJ : 2010 Chichester, U.K. : 2010 |
| Series: | Wiley finance series
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| Subjects: |
Internet
Stanford University
| Call Number: |
HG106 .B75 2010 ISIL:US-CST |
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University of Chicago
| Call Number: |
HG106 .B75 2010 |
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Massachusetts Institute of Technology
| Call Number: |
HG106.B75 2010 |
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Johns Hopkins University
| Call Number: |
HG106 .B75 2010 |
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Harvard University
| Call Number: |
HG106 .B75 2010 |
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Cornell University
| Call Number: |
HG106 .B75 2010 |
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Brown University
| Call Number: |
HG106 .B75 2010 |
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