Credit Correlation: Life After Copulas
(Bog, Hardback, Engelsk)
- Type: Bog
- Format: Hardback
-
Sprog:
Engelsk
- ISBN-13: 9789812709493
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Bemærk: Kan ikke leveres før jul.
Beskrivelse
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.
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Alle detaljer
| Forlag | World Scientific Publishing Co Pte Ltd |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgivelsesdato | 02-01-2008 |
| Første udgivelsesår | 2008 |
| Fagredaktør | Alexander (Abu Dhabi Investment Authority Lipton, Andrew (Merrill Lynch Int'l Rennie |
| Originalsprog | Singapore |
| Sideantal | 176 |
| Indbinding | Hardback |
| Forlag | World Scientific Publishing Co Pte Ltd |
| Sideoplysninger | 176 pages |
| Mål | 167 x 252 x 18 |
| ISBN-13 / EAN-13 | 9789812709493 |