Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models /

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...

Full description

Bibliographic Details

Main Author:	Brigo, Damiano, 1966-
Other Authors:	Pallavicini, Andrea, Torresetti, Roberto
Format:	eBook
Language:	English
Published:	Chichester ; Hoboken, NJ : John Wiley & Sons, 2010.
Series:	Wiley finance series.
Subjects:	Finance > Mathematical models. Credit > Mathematical models. Financial crises > Mathematical models.
Online Access:	Connect to the full text of this electronic book