Quantitative credit portfolio management

Ben Dor, Arik.

Quantitative credit portfolio management practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk / [electronic resource] : Arik Ben Dor ... [et al.]. - 1st ed. - Hoboken, NJ : Wiley, c2012. - xxviii, 388 p. - Frank J. Fabozzi series ; 202 . - Frank J. Fabozzi series ; 202. .

Includes index.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.






Credit derivatives.
Portfolio management.
Investment analysis.


Electronic books.

HG6024.A3 / B46 2012eb

332.63/2