Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models (The Wiley Finance Series)

Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models (The Wiley Finance Series)

by Damiano Brigo (Author), Andrea Pallavicini (Author), RobertoTorresetti (Author)

Synopsis

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.

$38.03

Quantity

20+ in stock

More Information

Format: Paperback
Pages: 176
Publisher: John Wiley & Sons
Published: 13 Apr 2010

ISBN 10: 0470665661
ISBN 13: 9780470665664