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Credit Models and the Crisis : A Journey into CDOs, Copulas, Correlations and Dynamic Models /

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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. It has become commonplace to blame the inadequacy of credit risk mode...

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Bibliographic Details
Main Authors: Brigo, Damiano (Author), Pallavicini, Andrea (Author), Torresetti, Roberto (Author)
Corporate Author: Safari, an O'Reilly Media Company
Format: eBook
Language:English
Published: Wiley, 2010.
Edition:1st edition.
Subjects:
Electronic books.
Online Access:Connect to this electronic resource

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