Автор: Damiano Brigo

. 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

Damiano Brigo

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. It has become...

Оставайтесь на связи

Будьте в курсе новостей о выходящих книгах, подпишитесь на нашу еженедельную рассылку:
© 2011-2024. Your Lib. All Rights Reserved.