Credit Correlation: Life After Copulas

Specificaties
Gebonden, 176 blz. | EN
World Scientific Publishing Co Pte Ltd | e druk, 2008
ISBN13: 9789812709493
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World Scientific Publishing Co Pte Ltd e druk, 2008 9789812709493
€ 138,68
Levertijd ongeveer 16 werkdagen
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Samenvatting

The global credit derivatives market grew in notional value from $1 trillion to $20 trillion from 2000 to 2006. However, understanding the true nature of these instruments still poses both theoretical and practical challenges. This title presents both the top-down and bottom-up approaches for describing the dynamics of credit baskets.

Specificaties

ISBN13:9789812709493
Taal:EN
Bindwijze:Gebonden
Aantal pagina's:176
Uitgever:World Scientific Publishing Co Pte Ltd

Net verschenen

€ 138,68
Levertijd ongeveer 16 werkdagen
Gratis verzonden

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        Credit Correlation: Life After Copulas