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