This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical underpinnings and practical implementation guidance. The book picks up where pre-crisis credit books left off, offering guidance for quants on the latest tools and tec…
How the American government has long used financial credit programs to create economic opportunities Federal housing finance policy and mortgage-backed securities have gained widespread attention in recent years because of the 2008 financial crisis, but issues of government cred…
Aimed at 300,000 professionals in the securities industry worldwide, this work features a foreword by Emanuel Derman, a well-known name in the industry and author of "My Life as a Quant Alex". This work features a Foreword by Emanuel Derman, a well-known name in the industry and…