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Credit Models and the Crisis

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

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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  • Språk:
  • Engelska
  • ISBN:
  • 9780470665664
  • Format:
  • Häftad
  • Sidor:
  • 176
  • Utgiven:
  • 13. april 2010
  • Mått:
  • 152x230x14 mm.
  • Vikt:
  • 284 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 27. november 2024

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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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