Credit Correlation: Theory and Practice
(Bog, Paperback / softback, Engelsk)
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9783319869735
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Beskrivelse
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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| Forlag | Springer International Publishing AG |
| Forfatter | Youssef Elouerkhaoui |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgave | Softcover reprint of the original 1st ed. 2017 |
| Udgivelsesdato | 30-08-2018 |
| Første udgivelsesår | 2018 |
| Serie | Applied Quantitative Finance |
| Illustrationer | 67 Illustrations, black and white; XXIV, 456 p. 67 illus. |
| Originalsprog | Switzerland |
| Sideantal | 456 |
| Indbinding | Paperback / softback |
| Forlag | Springer International Publishing AG |
| Sideoplysninger | 456 pages, 67 Illustrations, black and white; XXIV, 456 p. 67 illus. |
| Mål | 235 x 155 |
| ISBN-13 / EAN-13 | 9783319869735 |