Credit Correlation

Name: Credit Correlation
Brand: Springer International Publishing Ag
SKU: 9783319609720
Availability: InStock
Author: Youssef Elouerkhaoui
ISBN: 9783319609720

Autor

Youssef Elouerkhaoui

Editura

Springer International Publishing Ag

An publicare

2017

Nr. Pagini

456

ISBN

9783319609720

Categorii

In Limbi Străine

Descriere

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).