Roberto Torresetti: 2 books
Credit Models and the Crisis
A Journey into CDOs, Copulas, Correlations and Dynamic Models
Language: English
Release Date: September 7, 2010
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk models,...
Credit Models and the Crisis
A Journey into CDOs, Copulas, Correlations and Dynamic Models
Language: English
Release Date: October 28, 2010
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk models,...