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

著者

• Ben Dor, Arik

書誌事項

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

注記

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

詳細情報

• NII書誌ID(NCID): BB08183459
• ISBN:
  • 9781118117699
• LCCN: 2011039273
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Hoboken, N.J.
• ページ数/冊数: xxviii, 388 p.
• 大きさ: 24 cm
• 分類:
  • LCC : HG6024.A3
  • DC23 : 332.63/2
• 件名:
  • LCSH : Credit derivatives
  • LCSH : Portfolio management
  • LCSH : Investment analysis
• 親書誌ID:
  • BA56819502