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Credit Correlation Youssef Elouerkhaoui 1st ed. 2017 edition
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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.
| Media | Books Book |
| Released | November 29, 2017 |
| ISBN13 | 9783319609720 |
| Publishers | Springer International Publishing AG |
| Pages | 456 |
| Dimensions | 170 × 245 × 33 mm · 816 g |
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