Meissner, Gunter, 1957-

Correlation Risk Modeling and Management : An Applied Guide Including the Basel III Correlation Framework - With Interactive Correlation Models in Excel® / Vba / Gunter Meissner. - Singapore : John Wiley & Sons, 2014. - xix, 330 p. : ill. ; 24 cm.

Includes bibliographical references and index.

9781118796900


Correlation (Statistics)
Financial risk--Mathematical models

HG106 / .M45 2014