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Credit Correlation: Theory and Practice - Applied Quantitative Finance Youssef Elouerkhaoui Softcover reprint of the original 1st ed. 2017 edition
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Credit Correlation: Theory and Practice - Applied Quantitative Finance
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 Paperback Book (Book with soft cover and glued back) |
| Released | August 30, 2018 |
| ISBN13 | 9783319869735 |
| Publishers | Springer International Publishing AG |
| Pages | 456 |
| Dimensions | 150 × 220 × 10 mm · 666 g |
| Language | German |
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