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

Detalles Bibliográficos
Autor principal: Brigo, Damiano
Lenguaje:eng
Publicado: Wiley 2010
Materias:
XX
Acceso en línea:http://cds.cern.ch/record/2732540
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author Brigo, Damiano
author_facet Brigo, Damiano
author_sort Brigo, Damiano
collection CERN
id cern-2732540
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2010
publisher Wiley
record_format invenio
spelling cern-27325402021-04-21T18:02:30Zhttp://cds.cern.ch/record/2732540engBrigo, DamianoCredit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic ModelsXXWileyoai:cds.cern.ch:27325402010
spellingShingle XX
Brigo, Damiano
Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models
title Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models
title_full Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models
title_fullStr Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models
title_full_unstemmed Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models
title_short Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models
title_sort credit models and the crisis: a journey into cdos, copulas, correlations and dynamic models
topic XX
url http://cds.cern.ch/record/2732540
work_keys_str_mv AT brigodamiano creditmodelsandthecrisisajourneyintocdoscopulascorrelationsanddynamicmodels