Showing 1 - 2 of 2
The management of correlation risk is of the utmost importance in several areas of investment banking: multi-asset derivatives pricing and hedging, optimal asset allocation, risk management, statistical arbitrage and many others.§ However, the modeling of correlation as a time-dependent...
Persistent link: https://www.econbiz.de/10010976211
Persistent link: https://www.econbiz.de/10010606741