Télécharger le livre :  Credit Correlation
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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...

Editeur : Palgrave Macmillan
Parution : 2017-11-15
Collection : Applied Quantitative Finance
PDF, ePub

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