 |
|
|
Item Details
| Title:
|
CORRELATION RISK MODELING AND MANAGEMENT
AN APPLIED GUIDE INCLUDING THE BASEL III CORRELATION FRAMEWORK WITH INTERACTIVE MODELS IN EXCEL/VBA + WEBSITE |
| By: |
Gunter Meissner |
| Format: |
Hardback |
| List price:
|
£100.00 |
|
We currently do not stock this item, please contact the publisher directly for
further information.
|
|
|
|
|
|
| ISBN 10: |
111879690X |
| ISBN 13: |
9781118796900 |
| Publisher: |
JOHN WILEY & SONS INC |
| Pub. date: |
24 March, 2014 |
| Series: |
Wiley Finance |
| Pages: |
352 |
| Description: |
A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. |
| Synopsis: |
A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions, particularly since Basel III specifically addressed correlation risk with new regulations. This offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk. * Offers comprehensive coverage of a topic of increasing importance in the financial world * Includes the Basel III correlation framework * Features interactive models in Excel/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter |
| Publication: |
US |
| Imprint: |
John Wiley & Sons Inc |
| Returns: |
Returnable |
|
|
|
 |
|
|
|
|
|
No Cheese, Please!
A fun picture book for children with food allergies - full of friendship and super-cute characters!Little Mo the mouse is having a birthday party.
|
My Brother Is a Superhero
Luke is massively annoyed about this, but when Zack is kidnapped by his arch-nemesis, Luke and his friends have only five days to find him and save the world...
|
|
|
|
|