Basel II and the Risk Management of Basket Options with Time-Varying Correlations

Basel II and the Risk Management of Basket Options with Time-Varying Correlations

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SKU:
9781249569930
UPC:
9781249569930

Product Description

ISBN: 9781249569930
TITLE: Basel II and the Risk Management of Basket Options with Time-Varying Correlations
AUTHOR: Amy S K Wong
PUBLISHER: Bibliogov
PUBLISHER DATE: 1 Oct 2012

Other Details

ISBN:
9781249569930
Author:
Amy S K Wong
Publisher:
Bibliogov
Publisher Date:
1 Oct 2012
Book Format:
Paperback

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