Credit correlation [electronic resource] : life after copulas / editors, Alexander Lipton, Andrew Rennie.
Material type:
TextPublication details: New Jersey : World Scientific, c2008.Description: vii, 169 p. : ill. ; 25 cmISBN: - 9789812709509 (electronic bk.)
- 9812709509 (electronic bk.)
- Life after copulas
- International journal of theoretical and applied finance.
- 332.64/57 22
- HG6024.A3 C735 2008eb
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eBook
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e-Library | EBSCO Business | Available |
Reprinted from the International journal of theoretical and applied finance, v. 10, no. 4 (June 2007).
Includes bibliographical references.
Electronic reproduction. Boulder, Colo. : NetLibrary, 2008. Available via World Wide Web. Access may be limited to NetLibrary affiliated libraries.