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The art of credit derivatives - Joo Garcia
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Title
The art of credit derivatives - demystifying the black swan
The art of credit derivatives - demystifying the black swan
Author
Joo Garcia
Joo Garcia
format
Hardback
Hardback
Publisher
John Wiley & Sons, Inc.
John Wiley & Sons, Inc.
Language
English
English
UK Publication Date
20091204
20091204
Description
In the first part of this book the authors look at how some aspects of quantitative modelling has led to the current credit crisis. They show how a mind-shift is needed within the quant community to move from simple modelers to a more hands on mindset where the modeller understands trading implicitly.
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