£85.00

Risk Books Correlation Risk Management and Modelling 2nd edition

Price data last checked 121 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£85 today · cheaper than every other day in the last 24 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 610 days • 610 data points (No recent data available)

Historical
Generating forecast...
£85.00 £80.75 £82.45 £84.15 £85.85 £87.55 £89.25 07 July 2024 06 December 2024 07 May 2025 06 October 2025 08 March 2026

Price Distribution

Price distribution over 610 days • 1 price levels

Days at Price
610 days 0 153 305 458 610 £85 Days at Price

Price Analysis

Most common price: £85 (610 days, 100.0%)

Price range: £85 - £85

Price levels: 1 different prices over 610 days

Description
Gunter Meissner returns with a fully updated second edition of Correlation Risk, the first book to address financial correlation risk in detail. Correlation risk was highlighted in the global financial crisis of 2007-09, when correlations between many financial variables, such as return correlation between equities, the default correlation between debtors or the default correlation between a debtor and an insurer, increased dramatically. This led to huge unexpected losses for many financial institutions, which in part triggered the global financial crisis. Correlation Risk gives the reader an overview of the main correlation models: Statistical; Deterministic financial (bottom-up & top-down models); and Stochastic financial. The book discusses the conceptual, mathematical and computational properties of the models and evaluates their benefits and limitations for finance, making it valuable to anyone who is exposed to financial correlations and financial correlation risk, a big range! A must-read for upper management, risk managers, analysts, traders, compliance departments, model validation groups, controllers, reporting groups and brokers.

Product Specifications
Brand
Risk Books
Format
paperback
ASIN
1782724052
Category
Books > Subjects
Domain
Amazon UK
Release Date
11 February 2019
Listed Since
11 February 2019

Barcode

No barcode data available