Quantitative credit portfolio management : practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
Arik Ben Dor ... [et al.]
- Hoboken, N.J. : John Wiley, c2012.
- xxviii, 388 p. : ill. ; 24 cm.
- Frank J. Fabozzi series .
- Frank J. Fabozzi series .
Includes bibliographical references and index.
9781118117699 (hbk.) 1118117697 (hbk.)
Credit derivatives.
Portfolio management.
Investment analysis.
332.632 / QUA 2012
Includes bibliographical references and index.
9781118117699 (hbk.) 1118117697 (hbk.)
Credit derivatives.
Portfolio management.
Investment analysis.
332.632 / QUA 2012