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Credit Correlation

Theory And Practice

by Youssef Elouerkhaoui
language: english
Publisher: Springer International Publishing AG, August of 2018 ‧
60,82€
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The book picks up where pre-crisis credit books left off, offering guidance for quants on the latest tools and techniques for credit portfolio modelling in the presence of CVA (Credit Value Adjustments).

Credit Correlation

Theory And Practice

by Youssef Elouerkhaoui

Property Description
ISBN: 9783319869735
Publisher: Springer International Publishing AG
Release Date: August of 2018
Language: English
Dimensions: 156 x 234 x 20 mm
Cover: Softcover
Pages: 456
Format: Book
Collection: Applied Quantitative Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
Books in English > Others
EAN: 9783319869735

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