Brigo, Damiano
Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini and Roberto Torresetti - J. Wiley 2010
18806
Finance - Mathematical models
Credit - Mathematical models
Financial crises - Mathematical models
HG106 / Bri
Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini and Roberto Torresetti - J. Wiley 2010
18806
Finance - Mathematical models
Credit - Mathematical models
Financial crises - Mathematical models
HG106 / Bri