Quantitative credit portfolio management practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
| Main Author: | Ben Dor, Arik. |
|---|---|
| Corporate Author: | ProQuest (Firm) |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, NJ :
Wiley,
c2012.
|
| Edition: | 1st ed. |
| Series: | Frank J. Fabozzi series ;
202. |
| Subjects: | |
| Online Access: | Click to View |
Similar Items
-
The art of credit derivatives demystifying the black swan /
by: Garcia, Joao.
Published: (2010) -
Credit derivatives investing and risk management /
by: Chaplin, Geoff.
Published: (2010) -
Applications of credit derivatives opportunities and risks involved in credit derivatives /
by: Seemann, Harald.
Published: (2008) -
Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity /
by: Bielecki, Tomasz R., 1955-
Published: (2011) -
Structured credit products credit derivatives and synthetic securitisation /
by: Choudhry, Moorad.
Published: (2010)


