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Credit correlation : life after copulas / editors, Alexander Lipton, Andrew Rennie.

Contributor(s): Material type: TextTextPublication details: New Jersey : World Scientific, c2008.Description: vii, 169 p. : ill. ; 25 cmISBN:
  • 9789812709493
Other title:
  • Life after copulas
Uniform titles:
  • International journal of theoretical and applied finance.
Subject(s):
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Holdings
Item type Current library Home library Collection Shelving location Call number Status Date due Barcode
Open Shelf Open Shelf UMK Kampus Kota UMK Kampus Kota FKP Kampus Kota Open Shelf HG6024.A3 C735 2008 (Browse shelf(Opens below)) Available 10313111

Reprinted from the International journal of theoretical and applied finance, v. 10, no. 4 (June 2007).

Includes bibliographical references

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