Credit correlation
Subtitle: life after copulas
By: editors, Alexander Lipton, Andrew Rennie.
Contributors: Lipton, Alexander.; Rennie, Andrew, 1968-
Publisher: World Scientific
Published: 2008
Place of publication: New Jersey
Language: eng
Number of pages: 169
ISBN-13: 9789812709493
Subjects: Credit derivatives.
Other titles: Life after copulas; International journal of theoretical and applied finance.
Notes: Reprinted from the International journal of theoretical and applied finance, v. 10, no. 4 (June 2007).

Includes bibliographical references.