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Credit Correlation: Life After Copulas

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In Stock (1)

£ 128.25

Description

The global credit derivatives market grew in notional value from $1 trillion to $20 trillion from 2000 to 2006. However, understanding the true nature of these instruments still poses both theoretical and practical challenges. This title presents both the top-down and bottom-up approaches for describing the dynamics of credit baskets.

Book Details
EAN:
9789812709493
Binding:
Hardback
Dimensions(mm):
167 x 252 x 18
Publication Date:
2008-01-02
Publication Country:
Singapore