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Credit Correlation: Theory and Practice - Elouerkhaoui, Youssef
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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).

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Credit Correlation: Theory and Practice 2018, Palgrave MacMillan, Cham

ISBN-13: 9783319869735

Trade paperback

Credit Correlation: Theory and Practice 2017, Palgrave MacMillan, Cham

ISBN-13: 9783319609720

2017 edition

Hardcover