Correlation risk modeling and management : an applied guiincluding the basel III correlation framework-with interactive models in excel/vba /
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| Format: | Book |
| Language: | English |
| Series: | Wiley finance series
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| Online Access: | http://site.ebrary.com/lib/ucy/Doc?id=10826695 |
| Physical Description: | 1 online resource (352 pages) : illustrations, tables. |
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| Bibliography: | Includes bibliographical references at the end of each chapters and index. |
| ISBN: | 9781118796870(ebook) 9781118796894(ePub) |