Credit Correlation: Theory and Practice

By Youssef Elouerkhaoui

Book Overview

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).

• Format: Paperback
• Language: English
• ISBN: 3319869736
• ISBN13: 9783319869735
• Release Date: August 2018
• Publisher: Palgrave MacMillan
• Length: 456 Pages
• Weight: 1.47 lbs.
• Dimensions: 1.0" x 6.1" x 9.2"