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Credit Correlation
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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).
Undertittel
Theory and Practice
Opplag
Softcover reprint of the original 1st ed. 2017
ISBN
9783319869735
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
30.8.2018
Antall sider
456