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

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

Quantitative Credit Portfolio Management: Practical Innovations for Measuring

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

by Lev Dynkin

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  • Hardcover
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New
ISBN 10
1118117697
ISBN 13
9781118117699
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About This Item

Hardback. New. 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.

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Details

Bookseller
The Saint Bookstore GB (GB)
Bookseller's Inventory #
A9781118117699
Title
Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
Author
Lev Dynkin
Format/Binding
Hardback
Book Condition
New
Quantity Available
10
Binding
Hardcover
ISBN 10
1118117697
ISBN 13
9781118117699
Publisher
Wiley
This edition first published
2011-12

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About the Seller

The Saint Bookstore

Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
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Southport, Merseyside

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A new book is a book previously not circulated to a buyer. Although a new book is typically free of any faults or defects, "new"...
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