Correlation risk modeling and management : an applied guide including the Basel III correlation framework-- with interactive models in Excel/VBA /

The first rigorous guide to cover 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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Meissner, Gunter, 1957-
Format: Electronic eBook
Language:Inglés
Published: Singapore : Wiley, ©2014.
Subjects:
Financial risk > Mathematical models.
Correlation (Statistics)
Risque financier > Modèles mathématiques.
Corrélation (Statistique)
correlation.
BUSINESS & ECONOMICS > Industrial Management.
BUSINESS & ECONOMICS > Management.
BUSINESS & ECONOMICS > Management Science.
BUSINESS & ECONOMICS > Organizational Behavior.
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