Credit Correlation

Theory and Practice

Authored by noted expert on credit portfolios and correlation trading and frequent speaker on these topics at all the big quant conferences. Tackles up-to-date credit and default correlation on the market.  Renewed interest in credit products, with leading investment house Blackrock leading the charge given challenging market conditions in other areas (e.g. bond trading).

August 2018, ca. 480 Seiten, Applied Quantitative Finance, Englisch
Springer
978-3-319-86973-5

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