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Credit Models and the Crisis

A Journey into CDOs, Copulas, Correlations and Dynamic Models

af Damiano (DerivativeFitch) Brigo

Bog, Paperback, Engelsk, 2010

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.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingPaperback
  • ISBN9780470665664
  • Udgivet13/04/2010
  • Udgivet afJohn Wiley & Sons Inc
  • Længde176 sider
  • ForfatterDamiano (DerivativeFitch) Brigo
  • GenreBusiness og læring, Økonomi og finans