Quantitative Credit Portfolio Management:Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk(Frank J. Fabozzi Series)

定量信贷资产组合管理:测量和控制流动性、传播与发行人集中风险实践创新(丛书)

货币银行学

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1060
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发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2011年11月18日
装      帧
精装
ISBN
9781118117699
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页      码
416
语      种
英文
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图书简介
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 readable style, this book illustrates how quantitative techniques can help address specific questions facing today’s credit managers an
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