Quantitative Credit Portfolio Management
Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
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.
Specificaties
| ISBN/EAN | 9781118117699 |
| Auteur | Ben Dor, Arik |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Gebonden in harde band |
| Pagina's | 416 |
| Lengte | 227.0 mm |
| Breedte | 163.0 mm |