Quantitative credit portfolio management Dynkin Lev; Phelps Bruce D; Hyman Jay; Dor Arik Ben Practical innovations for measuring and controlling liquidity,spread,and issuer concentration risk.

By: Contributor(s): Material type: TextTextLanguage: English Publication details: Hoboken John Wiley 2012Description: xxviii,388p cmSubject(s): DDC classification:
  • X65291, Q2
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