Credit correlation:life after copulas

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Bibliographic Details
Group Author: Rennie Andrew 1968-; Lipton Alexander
Published: World Scientific,
Publisher Address: New Jersey
Publication Dates: c2008.
Literature type: Book
Language: English
Subjects:
Item Description: International journal of theoretical and applied finance.
Carrier Form: vii, 169 p.: ill. ; 25 cm.
ISBN: 9789812709493 (hbk.)
9812709495 (hbk.)
Index Number: F830
CLC: F830.9
F830.5
Call Number: F830.5/C912-1
Contents: Reprinted from the International journal of theoretical and applied finance, v. 10, no. 4 (June 2007).
Includes bibliographical references.