Correlation Risk Modeling and Management
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16

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Published By John Wiley & Sons Singapore Pte. Ltd.

9781118809204, 9781118796900

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Financial Correlation Models-Top-Down Approaches

Correlation Risk Modeling and Management ◽

10.1002/9781118809204.ch07 ◽

2013 ◽

pp. 143-156

Keyword(s):

Top Down ◽

Correlation Models

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Correlation and Basel II and III

Correlation Risk Modeling and Management ◽

10.1002/9781118809204.ch12 ◽

2013 ◽

pp. 251-282 ◽

Cited By ~ 1

Keyword(s):

Basel Ii

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Financial Correlation Modeling-Bottom-Up Approaches

Correlation Risk Modeling and Management ◽

10.1002/9781118809204.ch04 ◽

2013 ◽

pp. 69-100

Keyword(s):

Bottom Up

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Quantifying Credit Correlation Risk

Correlation Risk Modeling and Management ◽

10.1002/9781118809204.ch10 ◽

2013 ◽

pp. 201-234

Keyword(s):

Correlation Risk

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Some Correlation Basics: Properties, Motivation, Terminology

Correlation Risk Modeling and Management ◽

10.1002/9781118809204.ch01 ◽

2013 ◽

pp. 1-42

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Valuing CDOs with the Gaussian Copula-What Went Wrong?

Correlation Risk Modeling and Management ◽

10.1002/9781118809204.ch05 ◽

2013 ◽

pp. 101-118

Keyword(s):

Gaussian Copula

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The Future of Correlation Modeling

Correlation Risk Modeling and Management ◽

10.1002/9781118809204.ch13 ◽

2013 ◽

pp. 283-302

Keyword(s):

The Future

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Index

Correlation Risk Modeling and Management ◽

10.1002/9781118809204.index ◽

2013 ◽

pp. 315-330

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Front Matter

Correlation Risk Modeling and Management ◽

10.1002/9781118809204.fmatter ◽

2013 ◽

pp. I-XX

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Statistical Correlation Models-Can We Apply Them to Finance?

Correlation Risk Modeling and Management ◽

10.1002/9781118809204.ch03 ◽

2013 ◽

pp. 57-68

Keyword(s):

Statistical Correlation ◽

Correlation Models

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