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Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models
Autor principal: | |
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Lenguaje: | eng |
Publicado: |
Wiley
2010
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Materias: | |
Acceso en línea: | http://cds.cern.ch/record/2732540 |
_version_ | 1780966810645954560 |
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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 |