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Credit Correlation
Tallenna

Credit Correlation

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).
Alaotsikko
Theory and Practice
Painos
Softcover reprint of the original 1st ed. 2017
ISBN
9783319869735
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
30.8.2018
Sivumäärä
456