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Quantitative Credit Portfolio Management: Practica l Innovations for Measuring and Controlling Liquid ity, Spread, and Issuer Concentration Risk de L Dynkin

Quantitative Credit Portfolio Management: Practica l Innovations for Measuring and Controlling Liquid ity, Spread, and Issuer Concentration Risk: Frank J. Fabozzi Series

Autor L Dynkin
en Limba Engleză Hardback – 19 ian 2012
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.
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Specificații

ISBN-13: 9781118117699
ISBN-10: 1118117697
Pagini: 416
Dimensiuni: 152 x 229 x 22 mm
Greutate: 0.69 kg
Editura: Wiley
Seria Frank J. Fabozzi Series

Locul publicării:Hoboken, United States

Public țintă

Portfolio managers, Quants, Risk analysts, Researchers, Academics