Credit models and the crisis: A journey into CDOs, copulas, correlations and dynamic models

Credit Models and the Crisis: A Journey into CDOs, Copulas, Correlations and Dynamic Models

Volumn , Issue , 2010, Pages 1-143

  Brigo, Damiano ^a,b   Pallavicini, Andrea ^c   Torresetti, Roberto ^d  

^a Fitch Solutions   (United Kingdom)

^b IMPERIAL COLLEGE LONDON   (United Kingdom)

^c Banca Leonardo   (Italy)

^d BBVA University Institute for Economic and Social Analysis University of Alcalá   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85100680265     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9781118374733     Document Type: Book

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