Correlation risk modeling and management : an applied guiincluding the basel III correlation framework-with interactive models in excel/vba / Gunter Meissner.

By: Material type: TextTextSeries: Wiley finance seriesPublisher: Singapore : John Wiley & Sons, 2014Copyright date: ©2014Description: 1 online resource (352 pages) : illustrations, tablesContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781118796870 (e-book)
  • 9781118796894 (ePub)
Subject(s): Genre/Form: Additional physical formats: Print version:: Correlation risk modeling and management : an applied guiincluding the basel III correlation framework-with interactive models in excel/vba.DDC classification:
  • 363.1 23
LOC classification:
  • T174.5 .M457 2014eb
Online resources:
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Includes bibliographical references at the end of each chapters and index.

Description based on online resource; title from PDF title page (ebrary, viewed January 23, 2014).

Electronic reproduction. Palo Alto, Calif. : ebrary, 2015. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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