Credit Models and the Crisis
A Journey into CDOs, Copulas, Correlations and Dynamic Models
The Wiley Finance Series
Brigo, Damiano
Pallavicini, Andrea
Torresetti, Roberto
- 出版社：John Wiley & Sons Inc
- 出版年月：2010年 04月
- ISBN：9780470665664
- 装丁：PAP
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装丁について
- 言語：ENG
- 巻数・ページ数：143 p.
- 分類： 金融理論
- DDC分類：332.015195
- 内容紹介：
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A succinct, technical analysis of the key aspects of credit derivatives model failure, tracing the development (and flaws) of new quantitative methods.