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portada Credit Correlation: Theory and Practice
Type
Physical Book
Author
Publisher
Language
English
Pages
456
Format
Paperback
Dimensions
23.4x15.6x2.5 cm
Weight
0.67 kg.
ISBN13
9783319869735
Categories

Credit Correlation: Theory and Practice

Youssef Elouerkhaoui (Author) · Palgrave MacMillan · Paperback

Credit Correlation: Theory and Practice - Elouerkhaoui, Youssef

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Synopsis "Credit Correlation: Theory and Practice"

Authored by noted expert on credit portfolios and correlation trading and frequent speaker on these topics at all the big quant conferences.Tackles up-to-date credit and default correlation on the market. Renewed interest in credit products, with leading investment house Blackrock leading the charge given challenging market conditions in other areas (e.g. bond trading).

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The binding of this edition is Paperback.

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