Capa do artigo Quantitative Credit Portfolio Management
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Quantitative Credit Portfolio Management eBook

Practical Innovations For Measuring And Controlling Liquidity, Spread, And Issuer Concentration Risk

by Lev Dynkin, Bruce D. Phelps, Arik Ben Dor e Jay Hyman
language: english
Publisher: WILEY, November of 2011 ‧
117,93€
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An innovative approach to post-crash 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.

Quantitative Credit Portfolio Management

Practical Innovations For Measuring And Controlling Liquidity, Spread, And Issuer Concentration Risk

by Lev Dynkin, Bruce D. Phelps, Arik Ben Dor e Jay Hyman

Property Description
ISBN: 9781118167427
Publisher: WILEY
Release Date: November of 2011
Language: English
Format: eBook
File Format and Compatibility:
Categories: eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9781118167427
Acessibilidade: Ver características de acessibilidade indicadas pelo editor

LEV DYNKIN

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BRUCE D. PHELPS

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ARIK BEN DOR

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JAY HYMAN

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