Credit Correlation Theory and Practice /
This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical underpinnings and practical implementation guidance. The book picks up where pre-crisis credit books left off, offering guidance for quants on the latest tools and techniques for credit po...
Κύριος συγγραφέας: | Elouerkhaoui, Youssef (Συγγραφέας) |
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Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Palgrave Macmillan,
2017.
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Σειρά: | Applied Quantitative Finance
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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