Quantitative Credit Portfolio Management
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Product details
| Management number | 19077486 | Release Date | 2025/10/18 | List Price | $28.50 | Model Number | 19077486 | ||
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Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk (Frank J. Fabozzi Series)
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 quantitative techniques can help address specific questions facing today's credit managers and risk analysts.
| Category | Books > Reference Books > Educational & Instructional Books |
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| Size | N/A |
| Brand | None |
| Condition | Like new |
Educational & Instructional Books
Sean Wotherspoon
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