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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.
| 介质类型 | 图书 Book |
| 已发行 | 2017年11月29日 |
| ISBN13 | 9783319609720 |
| 出版商 | Springer International Publishing AG |
| 页数 | 456 |
| 商品尺寸 | 170 × 245 × 33 mm · 816 g |
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