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

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

by: Dor, Arik Ben; Dynkin, Lev; Hyman, Jay; Phelps, Bruce D.; Phelps, Bruce D.

Publisher: Wiley(2011/11/8)

Edition: 1

Language: English

ISBN-13: 9781118117699

e-ISBN-13: 9781118167427