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Correlation Risk Modeling And Management Website An Applied Guide Including The Basel Iii Correlation Framework With Interactive Models In Excel Vba 1st Edition Gunter Meissner

  • SKU: BELL-4681980
Correlation Risk Modeling And Management Website An Applied Guide Including The Basel Iii Correlation Framework With Interactive Models In Excel Vba 1st Edition Gunter Meissner
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Correlation Risk Modeling And Management Website An Applied Guide Including The Basel Iii Correlation Framework With Interactive Models In Excel Vba 1st Edition Gunter Meissner instant download after payment.

Publisher: Wiley
File Extension: PDF
File size: 4.3 MB
Pages: 350
Author: Gunter Meissner
ISBN: 9781118796900, 111879690X
Language: English
Year: 2014
Edition: 1

Product desciption

Correlation Risk Modeling And Management Website An Applied Guide Including The Basel Iii Correlation Framework With Interactive Models In Excel Vba 1st Edition Gunter Meissner by Gunter Meissner 9781118796900, 111879690X instant download after payment.

A thorough guide to correlation risk and its growing importance in global financial markets

Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions, particularly since Basel III specifically addressed correlation risk with new regulations. This offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk.

  • Offers comprehensive coverage of a topic of increasing importance in the financial world
  • Includes the Basel III correlation framework
  • Features interactive models in Excel/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter

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