Téléchargez le livre : Managing Credit Risk in Corporate Bond Portfolios

Managing Credit Risk in Corporate Bond Portfolios

A Practitioner's Guide de

Éditeur :

Wiley


Collection :

Frank J. Fabozzi Series

Paru le : 2004-03-29

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Description
Expert guidance on managing credit risk in bond portfolios
Managing Credit Risk in Corporate Bond Portfolios shows readers how to measure and manage the risks of a corporate bond portfolio against its benchmark. This comprehensive guide explores a wide range of topics surrounding credit risk and bond portfolios, including the similarities and differences between corporate and government bond portfolios, yield curve risk, default and credit migration risk, Monte Carlo simulation techniques, and portfolio selection methods.
Srichander Ramaswamy, PhD (Basel, Switzerland), is Head of Investment Analysis at the Bank for International Settlements (BIS) in Basel, Switzerland, and Adjunct Professor of Banking and Finance, University of Lausanne.
Pages
256 pages
Collection
Frank J. Fabozzi Series
Parution
2004-03-29
Marque
Wiley
EAN papier
9780471430377
EAN PDF
9780471488323
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
256
Taille du fichier
1126 Ko
Prix
95,90 €

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