Meissner, G. (2014). Correlation risk modeling and management: An applied guide including the Basel III correlation framework-- with interactive models in Excel/VBA. Wiley. https://doi.org/10.1002/9781118809204
Chicago Style (17th ed.) CitationMeissner, Gunter. Correlation Risk Modeling and Management: An Applied Guide Including the Basel III Correlation Framework-- with Interactive Models in Excel/VBA. Singapore: Wiley, 2014. https://doi.org/10.1002/9781118809204.
MLA (8th ed.) CitationMeissner, Gunter. Correlation Risk Modeling and Management: An Applied Guide Including the Basel III Correlation Framework-- with Interactive Models in Excel/VBA. Wiley, 2014. https://doi.org/10.1002/9781118809204.
Warning: These citations may not always be 100% accurate.