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Roberto Torresetti

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Credit Models and the Crisis. A Journey into CDOs, Copulas, Correlations and Dynamic Models
Credit Models and the Crisis. A Journey into CDOs, Copulas, Correlations and Dynamic Models
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured pr…
Подробнее
Credit Models and the Crisis. A Journey into CDOs, Copulas, Correlations and Dynamic Models
Credit Models and the Crisis. A Journey into CDOs, Copulas, Correlations and Dynamic Models
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured pr…
Подробнее
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