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

Author(s)

• Ben Dor, Arik

Bibliographic Information

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

Arik Ben Dor ... [et al.]

（The Frank J. Fabozzi series）

J. Wiley, c2012

• : hardback

Note

Includes bibliographical references (p. 367-369) and index

Details

• NCID: BB08183459
• ISBN:
  • 9781118117699
• LCCN: 2011039273
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Hoboken, N.J.
• Pages/Volumes: xxviii, 388 p.
• Size: 24 cm
• Classification:
  • LCC : HG6024.A3
  • DC23 : 332.63/2
• Subject Headings:
  • LCSH : Credit derivatives
  • LCSH : Portfolio management
  • LCSH : Investment analysis
• Parent Bibliography ID:
  • BA56819502