Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models

著者

• Brigo, Damiano
• Pallavicini, Andrea
• Torresetti, Roberto

書誌事項

Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models

Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti

（Wiley finance series）

Wiley, 2010

注記

Includes bibliographical references (p. [131]-135) and index

詳細情報

• NII書誌ID(NCID): BB02581459
• ISBN:
  • 9780470665664
• LCCN: 2010013149
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Chichester
• ページ数/冊数: xxxi, 143 p.
• 大きさ: 23 cm
• 分類:
  • LCC : HG106
  • DC22 : 332.01/5195
• 件名:
  • LCSH : Finance -- Mathematical models
  • LCSH : Credit -- Mathematical models
  • LCSH : Financial crises -- Mathematical models
• 親書誌ID:
  • BA5197584X