Credit Correlation
Youssef Elouerkhaoui
Springer International Publishing AG, 2018
66,50 €On orderDelivery: 2-3 weeks
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).
- ISBN-13
- 9783319869735
- ISBN-10
- 3319869736
- Publisher
- Springer International Publishing AG
- Year
- 2018
- Publication date
- 2018-08-30
- Pages
- 456
- Dimensions
- 235x155x