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Credit Correlation: Theory and Practice
Youssef Elouerkhaoui
(Author)
·
Palgrave MacMillan
· Paperback
Credit Correlation: Theory and Practice - Elouerkhaoui, Youssef
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Origin: U.S.A.
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Synopsis "Credit Correlation: Theory and Practice"
Authored by noted expert on credit portfolios and correlation trading and frequent speaker on these topics at all the big quant conferences.Tackles up-to-date credit and default correlation on the market. Renewed interest in credit products, with leading investment house Blackrock leading the charge given challenging market conditions in other areas (e.g. bond trading).
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The book is written in English.
The binding of this edition is Paperback.
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