Credit models and the crisis [electronic resource] : a journey into CDOs, Copulas, correlations and dynamic models / Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti.
By: Brigo, Damiano.
Contributor(s): Pallavicini, Andrea | Torresetti, Roberto | ebrary, Inc.
Material type:
BookPublisher: Chichester ; Hoboken, NJ : John Wiley & Sons, 2010Description: xxxi, 143 p. : ill.Subject(s): Finance -- Mathematical models | Credit -- Mathematical models | Financial crises -- Mathematical modelsGenre/Form: Electronic books.DDC classification: 332.01/5195 Online resources: An electronic book accessible through the World Wide Web; click to view
| Item type | Current location | Collection | Call number | URL | Copy number | Status | Date due | Item holds |
|---|---|---|---|---|---|---|---|---|
E-book
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IUKL Library | Subscripti | http://site.ebrary.com/lib/kliuc/Doc?id=10419008 | 1 | Available |
Total holds: 0
Includes bibliographical references and index.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2010. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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