Correlation Risk Modeling and Management An Applied Guide Including the Basel III Correlation Framework - With Interactive Models in Excel/VBA |
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| Author:
| Meissner, Gunter |
| Series title: | Wiley Finance Ser. |
| ISBN: | 978-1-118-79690-0 |
| Publication Date: | Jan 2014 |
| Publisher: | John Wiley & Sons (Asia) Pte Ltd Pacific
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| Book Format: | Hardback |
| List Price: | AUD $171.95 |
Book Description:
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A thorough guide to correlation risk and its growing importance in global financial markets
Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk.
A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk.