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Quantitative Credit Portfolio Management

- Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

Bag om Quantitative Credit Portfolio Management

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781118117699
  • Indbinding:
  • Hardback
  • Sideantal:
  • 416
  • Udgivet:
  • 20. januar 2012
  • Størrelse:
  • 164x232x35 mm.
  • Vægt:
  • 684 g.
Leveringstid: 2-3 uger
Forventet levering: 27. november 2024

Beskrivelse af Quantitative Credit Portfolio Management

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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