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Elouerkhaoui, Youssef

Libros de: Elouerkhaoui, Youssef

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  • Credit Correlation "Theory and Practice"

    Credit Correlation "Theory and Practice"

    Elouerkhaoui, Youssef

    Palgrave (2017)

    valoración

    • EAN: 9783319609720
    • Páginas: 456
    • Fecha de edición: 2017

    pvp.68,75 €

    Disponible entre 11 y 20 dias

    This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical underpinnings and practical implementation guidance. The book picks up where pre-crisis credit books left off, offering guidance for quants on ...