Credit correlation : life after copulas

Author(s)

Bibliographic Information

Credit correlation : life after copulas

editors, Alexander Lipton, Andrew Rennie

World Scientific, c2008

Available at  / 2 libraries

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Note

Reprinted from the International Journal of Theoretical and Applied Finance, v. 10, no. 4

Includes bibliographical references

Details

  • NCID
    BA91017939
  • ISBN
    • 9789812709493
  • LCCN
    2008273169
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    New Jersey
  • Pages/Volumes
    vii, 169 p.
  • Size
    26 cm
  • Classification
  • Subject Headings
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