Research Catalog
Credit correlation : life after copulas
- Title
- Credit correlation : life after copulas / editors, Alexander Lipton, Andrew Rennie.
- Publication
- New Jersey : World Scientific, c2008.
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| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
Available - Can be used on site. Please visit New York Public Library - Schwarzman Building to submit a request in person. | Text | Use in library | JBE 11-150 | Schwarzman Building - General Research Room 315 |
Details
- Additional Authors
- Description
- vii, 169 p. : ill.; 25 cm.
- Uniform Title
- International journal of theoretical and applied finance.
- Alternative Title
- Life after copulas
- Subject
- Credit derivatives
- Note
- Reprinted from the International journal of theoretical and applied finance, v. 10, no. 4 (June 2007).
- Bibliography (note)
- Includes bibliographical references.
- Call Number
- JBE 11-150
- ISBN
- 9789812709493 (hbk.)
- 9812709495 (hbk.)
- LCCN
- 2008273169
- OCLC
- 221334881
- Title
- Credit correlation : life after copulas / editors, Alexander Lipton, Andrew Rennie.
- Imprint
- New Jersey : World Scientific, c2008.
- Bibliography
- Includes bibliographical references.
- Added Author
- Lipton, Alexander.Rennie, Andrew, 1968-
- Added Title
- International journal of theoretical and applied finance.
- Research Call Number
- JBE 11-150