Stochastic and Copula Models for Credit Derivatives
Format:Paperback
Publisher:VDM Verlag
Published:2nd Feb '10
Currently unavailable, and unfortunately no date known when it will be back

This paperback, "Stochastic and Copula Models for Credit Derivatives" from Chao Meng, was published 2nd February 2010 by VDM Verlag.
ISBN: 9783639212570
Dimensions: 229mm x 152mm x 6mm
Weight: 159g
100 pages