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Credit Correlation
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Credit Correlation

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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).
Undertitel
Theory and Practice
Upplaga
Softcover reprint of the original 1st ed. 2017
ISBN
9783319869735
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2018-08-30
Sidor
456