Brigo, Damiano, 1966-
Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models / [electronic resource] : Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti. - Chichester ; Hoboken, NJ : John Wiley & Sons, 2010. - xxxi, 143 p. : ill.
Includes bibliographical references and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2010.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Finance--Mathematical models.
Credit--Mathematical models.
Financial crises--Mathematical models.
Electronic books.
HG106 / .B75 2010eb
332.01/5195
Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models / [electronic resource] : Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti. - Chichester ; Hoboken, NJ : John Wiley & Sons, 2010. - xxxi, 143 p. : ill.
Includes bibliographical references and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2010.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Finance--Mathematical models.
Credit--Mathematical models.
Financial crises--Mathematical models.
Electronic books.
HG106 / .B75 2010eb
332.01/5195