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Correlation risk modeling and management : an applied guide including the Basel III correlation framework - with interactive correlation models in Excel/VBA

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.

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  • "Applied guide including the Basel three correlation framework - with interactive correlation models in Excel/Visual Basic for Applications"
  • "Applied guide including the Basel three correlation framework - with interactive correlation models in Excel/Visual Basic for Applications"@en
  • "Applied guide including the Basel III correlation framework - with interactive correlation models in Excel/VBA"
  • "Applied guide including the Basel III correlation framework - with interactive correlation models in Excel/VBA"@en

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  • "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."@en
  • "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."@en
  • "The first rigorous guide to cover 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. The book offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk. It features interactive models in Excel/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter. The guide is ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications. --"
  • "The first rigorous guide to cover 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. The book offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk. It features interactive models in Excel/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter. The guide is ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications. --"@en

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  • "Electronic books"@en
  • "Electronic books"
  • "Livres électroniques"

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  • "Correlation risk modeling and management : an applied guide including the Basel III correlation framework-with interactive models in excel/vba"
  • "Correlation Risk Modeling and Management An Applied Guide including the Basel III Correlation Framework - With Interactive Models in Excel/VBA"
  • "Correlation risk modeling and management an applied guide including the Basel III correlation framework - with interactive correlation models in Excel/VBA"
  • "Correlation risk modeling and management : an applied guide including the Basel III correlation framework - with interactive correlation models in Excel/VBA"@en
  • "Correlation risk modeling and management : an applied guide including the Basel III correlation framework-- with interactive models in Excel/VBA"
  • "Correlation Risk Modeling and Management an Applied Guide including the Basel III Correlation Framework - With Interactive Models in Excel"@en
  • "Correlation risk modeling and management an applied guide including the Basel III correlation framework-- with interactive models in Excel/VBA"
  • "Correlation risk modeling and management an applied guide including the Basel III correlation framework-- with interactive models in Excel/VBA"@en
  • "Correlation risk modeling and management : an applied guide including the Basel III correlation framework - with interactive models in Excel/VBA"@en
  • "Correlation risk modeling and management an applied guide including the basel iii correlation framework - with interactive models in excel / vba"@en
  • "Correlation risk modeling and management an applied gui including the basel III correlation framework-with interactive models in excel/vba"
  • "Correlation risk modeling and management : an applied guiincluding the basel III correlation framework-with interactive models in excel/vba"

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