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Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk - Frank J. Fabozzi Series Arik Ben Dor
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Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk - Frank J. Fabozzi Series
Arik Ben Dor
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.
388 pages, Illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 6 de diciembre de 2011 |
| Fecha de lanzamiento original | 2012 |
| ISBN13 | 9781118117699 |
| Editores | John Wiley & Sons Inc |
| Páginas | 416 |
| Dimensiones | 164 × 232 × 35 mm · 684 g |
| Lengua | Inglés |
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