Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk: 202 (Frank J. Fabozzi Series) - Image 1

£71.20

Wiley Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk: 202 (Frank J. Fabozzi Series)

Name: Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk: 202 (Frank J. Fabozzi Series)
Brand: Wiley
Price: 71.2 GBP
Availability: InStock

Banking

This is the usual price. Wait for it to drop, or tell us your number.

£71 today · usual range £0–£0 · best ever £53

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 253 days • 253 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 253 days • 6 price levels

Days at Price

Current Price

Price Analysis

Most common price: £55 (66 days, 26.1%)

Price range: £53 - £89

Price levels: 6 different prices over 253 days

Description

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. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds―spread, liquidity, and Treasury yield curve risk―as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premium Written by the number one ranked quantitative research group for four consecutive years by Institutional Investor Provides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 1118117697
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Banking
Domain: Amazon UK
Release Date: 20 January 2012
Listed Since: 29 April 2011

Barcode

No barcode data available

Wiley Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk: 202 (Frank J. Fabozzi Series)

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Quantitative Management of Bond Portfolios: 1 (Advances in Financial Engineering)

Contemporary Finance: Money, Risk, and Public Policy (Wiley Finance)

Empirically Effective Government and Corporate Bond Pricing Models: Yield Curves and Default Curves

Quantitative Analytics in Debt Valuation & Management (PROFESSIONAL FINANCE & INVESTM)

McGraw-Hill Handbook of Fixed Income Securities 8th Ed - Used

Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques

Capital Markets – Institutions, Instruments, and Risk Management 5e

Fixed Income Securities: Tools for Today's Markets, 3rd Edition, University Edition: Tools for Today's Markets, University Edition: 626 (Wiley Finance)

Capital Markets, sixth edition: Institutions, Instruments, and Risk Management

Structured Credit Products: Pricing, Rating, Risk Management and Basel II

Managing a Corporate Bond Portfolio: 92 (Frank J. Fabozzi Series)

Routledge Demystifying Fixed Income Analytics Book

Securitisation Swaps: A Practitioner's Handbook (Wiley Finance)

Eigenkapitalmanagement mittels Asset-backed Securities: Die Auswirkungen von Basel II auf das Phänomen der regulatorischen Kapitalarbitrage bei Collateralized Loan Obligations

Handbook of Market Risk (Wiley Handbooks in Financial Engineering and Econometrics)

Managing and Measuring Capital: For Banks and Financial Institutions

Fixed Income Markets: Management, Trading and Hedging (Wiley Finance)

Managing Bank Risk: An Introduction to Broad-Base Credit Engineering

Issuer Perspectives on Securitization: 48 (Frank J. Fabozzi Series)

Research in Finance: 23

Corporate Bonds: Structure and Analysis: 11 (Frank J. Fabozzi Series)

Foundations of Global Financial Markets and Institutions (The MIT Press)

Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies: 143 (Frank J. Fabozzi Series)

Credit Risk: Models, Derivatives, and Management (Chapman and Hall/CRC Financial Mathematics Series)