LIBROS DEL AUTOR: youssef elouerkhaoui

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  • Credit Correlation
    Youssef Elouerkhaoui
    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 tools and techniques for credit portfolio modelling in the presence of CVA (Credit Value Adjustments). Written at ...
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    65,38 €