Quantitative credit portfolio management : practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk / Arik Ben Dor ... [et al.]
Contributor(s): Ben Dor, Arik
.
Series: Frank J. Fabozzi series: Publisher: Hoboken, N.J. : John Wiley, c2012Description: xxviii, 388 p. : ill. ; 24 cm.ISBN: 9781118117699 (hbk.); 1118117697 (hbk.).Subject(s): Credit derivatives | Portfolio management | Investment analysisDDC classification: 332.632
| Item type | Current location | Shelf location | Call number | Copy number | Status | Notes | Date due | Barcode |
|---|---|---|---|---|---|---|---|---|
| Main Collection | Taylor's Library-TU |
Floor 3, Shelf Transit , Side 1, TierNo 1, BayNo 1 |
332.632 QUA 2012 (Browse shelf) | 1 | Available | TBSxx,18002,03,AD | 5000131439 |
Includes bibliographical references and index.