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Credit Correlation: Theory and Practice
Paperback
Series: Applied Quantitative Finance
AccountingBusiness GeneralGeneral Mathematics
ISBN13: 9783319869735
Publisher: Palgrave Macmillan
Published: Aug 30 2018
Pages: 456
Weight: 1.47
Height: 0.97 Width: 6.14 Depth: 9.21
Language: English
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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