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Credit models and the crisis :a jour...

Brigo, Damiano, (1966-)

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

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.01/5195
書名/作者:	Credit models and the crisis : : a journey into CDOs, Copulas, correlations and dynamic models // Damiano Brigo, Andrea Pallavicini and Roberto Torresetti.
作者:	Brigo, Damiano,
其他作者:	Pallavicini, Andrea.
出版者:	Chichester, West Sussex, UK ; : John Wiley & Sons,, 2010.
面頁冊數:	xxxi, 143 p. : : ill. ;; 23 cm.
標題:	Finance - Mathematical models.
標題:	Credit - Mathematical models.
標題:	Financial crises - Mathematical models.
ISBN:	9780470665664 (pbk.) :
書目註:	Includes bibliographical references (p. [131]-135) and index.

Credit models and the crisis :a journey into CDOs, Copulas, correlations and dynamic models /
Brigo, Damiano,1966-

Credit models and the crisis :a journey into CDOs, Copulas, correlations and dynamic models /Damiano Brigo, Andrea Pallavicini and Roberto Torresetti. - Chichester, West Sussex, UK ;John Wiley & Sons,2010. - xxxi, 143 p. :ill. ;23 cm. - Wiley finance series.

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

ISBN: 9780470665664 (pbk.) :NTD 1,261Subjects--Topical Terms:

342179
Finance
--Mathematical models.

Dewey Class. No.: 332.01/5195

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