Correlation Risk Modeling and Management: An Applied Guide Including the Basel III Correlation Framework - With Interactive Correlation Models in Excel/VBA
- 5h 4m
- Gunter Meissner
- John Wiley & Sons (US)
A thorough guide to correlation risk and its growing importance in global financial markets, this comprehensive book includes the Basel III correlation framework and features interactive models in Excel/VBA, and problems and questions at the end of each chapter.