Credit Correlation Theory and Practice /
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 the latest tools and techniques for credit po...
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| Language: | English |
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Cham :
Springer International Publishing : Imprint: Palgrave Macmillan,
2017.
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| Edition: | 1st ed. 2017. |
| Series: | Applied Quantitative Finance
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| Online Access: | https://doi.org/10.1007/978-3-319-60973-7 |