Damiano Brigo Credit Models and the Crisis A Jo

Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models Brigo Damiano (DerivativeFitch) ,Pallavicini Andrea (Banca Leonardo) ,Torresetti Roberto (BBVA) Wydawca: John Wiley & Sons Inc Data wydania: 2010 ISBN: 9780470665664 Liczba stron: 176 Format: 230 x 152 x 14 Rodzaj oprawy: Paperback / softback Opis produktu: 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.