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Author
Brigo, Damiano, 1966-
Title
Credit models and the crisis [electronic resource] : a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti.
Imprint
Chichester ; Hoboken, NJ : John Wiley & Sons, 2010.
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Available to Pittsburg State University patrons only.
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Status
Axe ProQuest E-Book
Electronic Book
---
Available
Description
xxxi, 143 p. : ill.
Bibliography
Includes bibliographical references and index.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject
Finance -- Mathematical models.
Credit -- Mathematical models.
Financial crises -- Mathematical models.
Genre/Form
Electronic books.
Added Author
Pallavicini, Andrea.
Torresetti, Roberto.
ProQuest (Firm)
ISBN
9780470665664 (pbk. : alk. paper)
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