Quantitative Credit Portfolio Management

by Arik Ben Dor, Jay Hyman, Lev Dynkin, et al.

An innovative approach to post-crash credit portfolio management

Credit 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 readable style, this book illustrates how...

• Format: Hardcover
• Language: English
• ISBN: 1118117697
• ISBN13: 9781118117699
• Release Date: December 2011
• Publisher: Wiley
• Length: 416 Pages
• Weight: 1.50 lbs.
• Dimensions: 1.3" x 6.2" x 9.2"