Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk - Frank J. Fabozzi Series - Arik Ben Dor - Books - John Wiley & Sons Inc - 9781118117699 - December 6, 2011
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Arik Ben Dor
Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk - Frank J. Fabozzi Series

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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.

388 pages, Illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released December 6, 2011
Original release date 2012
ISBN13 9781118117699
Publishers John Wiley & Sons Inc
Pages 416
Dimensions 164 × 232 × 35 mm   ·   684 g
Language English  

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