Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk free ebook download.

Home : Book details

Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk free ebook download

Category:
Management

Views: 2506
Likes: 385

Catalogue

Author(s):	Arik Ben Dor

Date:	2011-12-06	Format:	pdf	Language:	English	ISBN/ASIN:	1118117697
Pages:	388	OCR:		Quality:		ISBN13:	9781118117699
Uploader:	eternal	Upload Date:	6/8/2014 1:43:31 PM

To download click on link in the Links Table below

Description: Click to see full description

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. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts.

A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds—spread, liquidity, and Treasury yield curve risk—as well as managing corporate bond portfolios.

Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premium
 Written by the number one ranked quantitative research group for four consecutive years by Institutional Investor
 Provides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade?
 Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.

Links Table

	Title	Link	Password	Size (MB)	Thank to	Inform Admin
1125770	Book	http://k2s.cc/file/4bad982b06f21...		10.00	eternal

Tags: Concentration Controlling Credit Innovations Issuer Liquidity Management Measuring Portfolio Practical

Title	Link	Password	Size	Reason

Those who downloaded this book also downloaded the following books:
Comments

New comment: