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Credit Models and the Crisis
- A Journey into CDOs, Copulas, Correlations and Dynamic Models
part of the The Wiley Finance Series series
- Binding:
- Paperback
- Pages:
- 176
- Published:
- April 12, 2010
- Dimensions:
- 152x230x14 mm.
- Weight:
- 284 g.
Delivery:
2-4 weeks
Expected delivery: November 29, 2024
Description of 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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