Quantitative Credit Portfolio Management : Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk.

An innovative approach to post-crash credit portfolio managementCredit 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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Dynkin, Lev
Otros Autores: Phelps, Bruce, Hyman, Jay, Arikan, Akin
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken : John Wiley & Sons, 2011.
Temas:
Credit derivatives.
Portfolio management.
Investment analysis.
Business enterprises > Finance.
Corporations > Finance.
Instruments dérivés de crédit.
Gestion de portefeuille.
Analyse financière.
BUSINESS & ECONOMICS > Investments & Securities > General.
Corporations > Finance
Business enterprises > Finance
Credit derivatives
Investment analysis
Portfolio management
Derivathandel.
Investeringar > analys.
Aktier.
Acceso en línea:Texto completo
Descripción
Sumario:An innovative approach to post-crash credit portfolio managementCredit 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. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this rel.
Notas:Fallen Angels as an Asset Class.
Descripción Física:1 online resource (418 pages)
ISBN:9781118167366
1118167368
9781118167427
1118167422
1283337517
9781283337519

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