Capa do artigo Quantitative Credit Portfolio Management

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
language: english
Publisher: JOHN WILEY & SONS INC, January of 2012 ‧
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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: 9781118117699
Publisher: JOHN WILEY & SONS INC
Release Date: January of 2012
Language: English
Cover: Hardcover
Pages: 416
Format: Book
Collection: Frank J. Fabozzi Series
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9781118117699

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