Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models Damiano Brigo, Andrea Pallavicini and Roberto Torresetti

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Publication details: Hoboken, NJ John Wiley & Sons 2010Description: xxxi, 143 p. : ill. ; 23 cmISBN:

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Current library	Call number	Status	Date due	Barcode
Anna Centenary Library	33015195 BRI (Browse shelf(Opens below))	Available		133104

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Includes bibliographical references (p. [131]-135) and index

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