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)
  • 2014
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.