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...
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| Otros Autores: | , |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
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Chichester ; Hoboken, NJ :
John Wiley & Sons
2010.
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| Edición: | 1st edition |
| Colección: | Wiley finance series.
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628298106719 |
