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

Pallavicini, Andrea Torresetti, Roberto Brigo, Damiano

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Leveringstid: 7-30 dager

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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.

  • Utgivelsesdato:

    13.04.2010

  • ISBN/Varenr:

    9780470665664

  • Språk:

    Engelsk

  • Forlag:

    John Wiley & Sons Inc

  • Innbinding:

    Heftet

  • Fagtema:

    Økonomi, finans, næringsliv og ledelse

  • Serie:

    The Wiley Finance Series

  • Litteraturtype:

    Faglitteratur

  • Sider:

    176

  • Høyde:

    23 cm

  • Bredde:

    15.2 cm

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