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  • Quantitative Credit Portfolio Management

    Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

    by Arik Ben Dor, Lev Dynkin, Jay Hyman, Bruce D. Phelps ...
    Series Book 202 - Frank J. Fabozzi Series
    An innovative approach to post-crash credit portfolio managementCredit 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 ... Read more

    $69.00 USD