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Credit Correlation
Language
English
English
Book
Paperback
The book picks up where pre-crisis credit books left off, offering guidance for quants on the latest...
Libristo code: 20279896
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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).
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About the book
Full name
Credit Correlation
Author
Youssef Elouerkhaoui
Language
English
English
Binding
Book - Paperback
Date of issue
2018
Number of pages
456
EAN
9783319869735
ISBN
9783319869735
Libristo code
20279896
Publishers
Springer International Publishing AG
Weight
730
Dimensions
155 x 235 x 26
Categories
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