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Credit Models and the Crisis

- A Journey into CDOs, Copulas, Correlations and Dynamic Models

af Damiano (DerivativeFitch) Brigo

indgår i The Wiley Finance Series serien

Credit Models and the Crisis af Damiano (DerivativeFitch) Brigo
Bag om Credit Models and the Crisis

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780470665664
  • Indbinding:
  • Paperback
  • Sideantal:
  • 176
  • Udgivet:
  • 13. april 2010
  • Størrelse:
  • 152x230x14 mm.
  • Vægt:
  • 284 g.
  • Ukendt - mangler pt..
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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.

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