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

"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 cred...

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Bibliographic Details

Other Authors:	Ben Dor, Arik
Format:	eBook
Language:	English
Published:	Hoboken, N.J. : Wiley, ©2012.
Edition:	1st ed.
Series:	Frank J. Fabozzi series.
Subjects:	Credit derivatives. Portfolio management. Investment analysis. Electronic books.
Online Access:	Connect to the full text of this electronic book