By Gunter Meissner
Ideal for somebody learning for CFA, PRMIA, CAIA, or different certifications, Correlation threat Modeling and Management is the 1st rigorous consultant to the subject of correlation chance. a comparatively ignored form of possibility till it triggered significant unforeseen losses through the monetary trouble of 2007 via 2009, correlation danger has turn into a massive concentration of the chance administration departments in significant monetary associations, rather for the reason that Basel III particularly addressed correlation threat with new laws. this provides a rigorous rationalization of the subject, revealing new and up-to-date ways to modelling and probability coping with correlation risk.
- Offers accomplished assurance of a subject matter of accelerating significance within the monetary world
- Includes the Basel III correlation framework
- Features interactive versions in Excel/VBA, an accompanying site with extra fabrics, and difficulties and questions on the finish of every chapter
Read Online or Download Correlation Risk Modeling and Management: An Applied Guide including the Basel III Correlation Framework - With Interactive Models in Excel / VBA (Wiley Finance) PDF
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Correlation Risk Modeling and Management: An Applied Guide including the Basel III Correlation Framework - With Interactive Models in Excel / VBA (Wiley Finance) by Gunter Meissner
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