Credit correlation life after copulas /

Corporate Author: ebrary, Inc.
Other Authors: Lipton, Alexander.
Format: Book
Language:English
Published: New Jersey : World Scientific, c2008.
Subjects:
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10255687
Item Description:Reprinted from the International journal of theoretical and applied finance, v. 10, no. 4 (June 2007).
Physical Description:vii, 169 p. : ill.
Bibliography:Includes bibliographical references.