Credit Correlation: Life After Copulas

By: Alexander Lipton

The recent growth of credit derivatives has been explosive. The global credit derivatives market grew in notional value from $1 trillion to $20 trillion from 2000 to 2006. However, understanding the... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 9812709495
• ISBN13: 9789812709493
• Release Date: February 2008
• Publisher: World Scientific Publishing Company
• Length: 176 Pages
• Weight: 0.95 lbs.
• Dimensions: 0.6" x 6.7" x 9.8"