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

Book Details

Format Paperback / Softback
ISBN-10 0470665661
ISBN-13 9780470665664
Publisher John Wiley & Sons Inc
Imprint John Wiley & Sons Inc
Country of Manufacture GB
Country of Publication GB
Publication Date Apr 13th, 2010
Print length 176 Pages
Weight 284 grams
Dimensions 23.00 x 15.20 x 1.40 cms
Product Classification: Finance & accounting
Ksh 5,400.00
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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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