Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models
Year of publication: |
2010
|
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Authors: | Brigo, Damiano ; Pallavicini, Andrea ; Torresetti, Roberto |
Publisher: |
Chichester, West Sussex : John Wiley & Sons |
Subject: | Kredit | Credit | Finanzmathematik | Mathematical finance | Derivat | Derivative | Kreditrisiko | Credit risk | Multivariate Verteilung | Multivariate distribution | Finanzkrise | Kreditderivat | Modellierung |
Description of contents: | Description [swbplus.bsz-bw.de] |
Extent: | 1 Online-Ressource (xxxi, 143 pages) illustrations |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Includes bibliographical references (p. [131]-135) and index. - Description based on print version record |
ISBN: | 978-1-282-78264-8 ; 1-282-78264-9 ; 978-0-470-66715-6 ; 978-0-470-66566-4 |
Source: | ECONIS - Online Catalogue of the ZBW |
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