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

2023-01-14 分类：经济学、管理学评论(0)

Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models
Authors: Brigo, Damiano; Pallavicini, Andrea; Torresetti, Roberto
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Publisher: Wiley(2010/10/28)
Edition: 1
Language: English
ISBN-13: 9780470665664
e-ISBN-13: 9780470971437

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