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

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

Label
Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models
Title
Credit models and the crisis
Title remainder
a journey into CDOs, Copulas, correlations and dynamic models
Statement of responsibility
Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorDate
1966-
http://library.link/vocab/creatorName
Brigo, Damiano
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Pallavicini, Andrea
  • Torresetti, Roberto
Series statement
Wiley finance series
http://library.link/vocab/subjectName
  • Finance
  • Credit
  • Financial crises
Label
Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models, Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages [131]-135) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
Control code
FIEB1669305x
Dimensions
23 cm.
Extent
xxxi, 143 pages
Isbn
9780470665664
Media category
unmediated
Media MARC source
rdamedia.
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)505422857
Label
Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models, Damiano Brigo, Andrea Pallavicini, and Roberto Torresetti
Publication
Bibliography note
Includes bibliographical references (pages [131]-135) and index
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
Control code
FIEB1669305x
Dimensions
23 cm.
Extent
xxxi, 143 pages
Isbn
9780470665664
Media category
unmediated
Media MARC source
rdamedia.
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)505422857

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