Credit Models and the Crisis: A Journey Into CDOs, Copulas, Correlations and Dynamic Models
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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. It has become commonplace to blame the inadequacy of credit risk models, claiming that the crisis was due to sophisticated and obscure products being traded, but practitioners have for a long time been aware of the dangers...
Format:Paperback
Language:English
ISBN:0470665661
ISBN13:9780470665664
Release Date:May 2010
Publisher:Wiley
Length:176 Pages
Weight:0.65 lbs.
Dimensions:0.7" x 5.9" x 8.9"
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