01390nam a2200325Ia 4500001001200000003000800012006001900020007001500039008004100054010001700095020003800112040002100150035002100171050002300192082002000215100002700235245018300262260005900445300002500504504005100529533015200580650003400732650003300766650004300799655002900842700002500871700002500896710001700921856012600938ebr10419008CaPaEBRm        u        cr cn|||||||||100402s2010    enka    sb    001 0 eng d  z  2010013149  z9780470665664 (pbk. : alk. paper)  aCaPaEBRcCaPaEBR  a(OCoLC)66924899714aHG106b.B75 2010eb04a332.01/51952221 aBrigo, Damiano,d1966-10aCredit models and the crisish[electronic resource] :ba journey into CDOs, Copulas, correlations and dynamic models /cDamiano Brigo, Andrea Pallavicini, and Roberto Torresetti.  aChichester ;aHoboken, NJ :bJohn Wiley & Sons,c2010.  axxxi, 143 p. :bill.  aIncludes bibliographical references and index.  aElectronic reproduction.bPalo Alto, Calif. :cebrary,d2010.nAvailable via World Wide Web.nAccess may be limited to ebrary affiliated libraries. 0aFinancexMathematical models. 0aCreditxMathematical models. 0aFinancial crisesxMathematical models. 7aElectronic books.2local1 aPallavicini, Andrea.1 aTorresetti, Roberto.2 aebrary, Inc.40uhttp://site.ebrary.com/lib/rucke/Doc?id=10419008zAn electronic book accessible through the World Wide Web; click to view