Quantitative credit portfolio management : Practical innovations for measuring and controlling liquidity, spread and issuer concentration risk

Ben Dor Arik; Dynkin Lev; Hyman Jay; Phelps Bruce D

Quantitative credit portfolio management : Practical innovations for measuring and controlling liquidity, spread and issuer concentration risk Ben Dor Arik; Dynkin Lev; Hyman Jay; Phelps Bruce D - New Jersey John Wiley 2012 - xxviii; 388p.

References 367-370p.; Index 371-388p.

9781118117699 (hbk) SL01537762

180594

2692, 22/03/2012, The Book Seller Textual


Credit derivatives
Investment analysis
Portfolio management
Operational Research

B2T0bX:8, Q2 TOR