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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
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2011. gada 6. decembris |
| Oriģinālā izdošanas datums | 2012 |
| ISBN13 | 9781118117699 |
| Izdevēji | John Wiley & Sons Inc |
| Lapas | 416 |
| Izmēri | 164 × 232 × 35 mm · 684 g |
| Valoda | Angļu |
