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Credit Correlation: Theory and Practice - Applied Quantitative Finance Youssef Elouerkhaoui Softcover reprint of the original 1st ed. 2017 edition
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Credit Correlation: Theory and Practice - Applied Quantitative Finance
Youssef Elouerkhaoui
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).
456 pages, 67 Illustrations, black and white; XXIV, 456 p. 67 illus.
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 30 de agosto de 2018 |
| ISBN13 | 9783319869735 |
| Editores | Springer International Publishing AG |
| Páginas | 456 |
| Dimensiones | 150 × 220 × 10 mm · 666 g |
| Lengua | Alemán |
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