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Credit Correlation Youssef Elouerkhaoui 1st ed. 2017 edition
Credit Correlation
Youssef Elouerkhaoui
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).
456 pages, 67 Illustrations, black and white; XXIV, 456 p. 67 illus.
| メディア | 書籍 Book |
| リリース済み | 2017年11月29日 |
| ISBN13 | 9783319609720 |
| 出版社 | Springer International Publishing AG |
| ページ数 | 456 |
| 寸法 | 170 × 245 × 33 mm · 816 g |
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