Quantitative Credit Portfolio Management - Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk - Hardback - 2012
Lev Dynkin, Jay Hyman, Arik Ben Dor, Bruce Phelps
Resumo
An innovative approach to postcrash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value.
Year of publication: 2012
Pagination: 388 pages, Illustrations
Format: Hardback
Serie: Frank J. Fabozzi Series
Year of publication: 2012
Pagination: 388 pages, Illustrations
Format: Hardback
Serie: Frank J. Fabozzi Series
Quantitative Credit Portfolio Management - Practical...
Resumo
An innovative approach to postcrash credit portfolio management
Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value.
Year of publication: 2012
Pagination: 388 pages, Illustrations
Format: Hardback
Serie: Frank J. Fabozzi Series
Publicidade
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Quantitative Credit Portfolio Management - Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk - Hardback - 2012
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Características
- Editora
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John Wiley & Sons Inc
- Idiomas
-
Inglês
- Dimensão
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232 x 164 x 35
- Peso
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684
- Colecção
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Finance & accounting
- Tema
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Banking
- Origem
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United States
- EAN
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9781118117699
Publicidade
Publicidade