Credit models and the crisis: a journey into cdos, copulas, correlations and dynamic models
Auteur :
Brigo, Damiano / Pallavicini, Andrea / Torresetti, Roberto
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470665664
Date de publication :
13 avr. 2010
Dimensions :
22,9 x 15,2 x 1,4 cm
Poids :
277 g
Langue :
Anglais
Pays d'origine :
USA
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions.