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Credit Correlation: Life After Copulas

By: Israel) Lipton Uae & The Hebrew Univ Of Jerusalem Alexander (Abu Dhabi Investment Authority (Author) , Uk) Rennie Andrew (Merrill Lynch Int'l (Author)

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Ksh 21,400.00

Format: Hardback or Cased Book

ISBN-13: 9789812709493

Publisher: World Scientific Publishing Co Pte Ltd

Publication Date: Jan 2nd, 2008

Weight: 468 grams

Dimension: 16.70 x 25.20 x 1.80 cms

Category: Credit & credit institutions

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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.

Get Credit Correlation: Life After Copulas by Alexander (Abu Dhabi Investment Authority, Uae & The Hebrew Univ Of Jerusalem, Israel) Lipton at the best price and quality guranteed only at Werezi Africa largest book ecommerce store. The book was published by World Scientific Publishing Co Pte Ltd and it has pages. Enjoy Shopping Best Offers & Deals on books Online from Werezi - Receive at your doorstep - Fast Delivery - Secure mode of Payment

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