Correlation risk modeling and management : an applied guiincluding the basel III correlation framework-with interactive models in excel/vba /
| Main Author: | |
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| Format: | eBook |
| Language: | English |
| Published: |
Singapore :
John Wiley & Sons,
2014.
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| Series: | Wiley finance series
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| Subjects: | |
| Online Access: | Click to View |
| Physical Description: | 1 online resource (352 pages) : illustrations, tables. |
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| Bibliography: | Includes bibliographical references at the end of each chapters and index. |
| ISBN: | 9781118796870 9781118796894 |