Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini and Roberto Torresetti

By: Brigo, DamianoContributor(s): Pallavicini, Andrea | Torresetti, RobertoPublication details: J. Wiley 2010Subject(s): Finance - Mathematical models | Credit - Mathematical models | Financial crises - Mathematical modelsLOC classification: HG106 | Bri
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