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: 89.0 GBP
Availability: InStock

Banking

Price History & Forecast

Last 35 days • 35 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 35 days • 3 price levels

Days at Price

Current Price

Price Analysis

Most common price: £71 (20 days, 57.1%)

Price range: £71 - £89

Price levels: 3 different prices over 35 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)

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Quantitative Financial Risk Management: Theory and Practice (Frank J. Fabozzi Series)

Professional Perspectives on Fixed Income Portfolio Management, Volume 2: 87 (Frank J. Fabozzi Series)

Quantitative Equity Investing: Techniques and Strategies (Frank J. Fabozzi Series)

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

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

Portfolio Construction and Analytics (Frank J. Fabozzi Series)

Accessing Capital Markets through Securitization: 76 (Frank J. Fabozzi Series)

Advanced Credit Risk Analysis and Management (The Wiley Finance Series)

Credit Derivatives: Trading, Investing, and Risk Management (The Wiley Finance Series)

Quantitative Risk Management, + Website: A Practical Guide to Financial Risk: 669 (Wiley Finance)

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

Mathematical Methods for Finance: Tools for Asset and Risk Management: 207 (Frank J. Fabozzi Series)

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

Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide: 106 (Frank J. Fabozzi Series)

Credit Risk: From Transaction to Portfolio Management (Securities Institute Global Capital Markets)

Measuring and Managing Credit Risk: Quantitative Approaches for Default Risk/Data Analysis and Models for Loss Distrubutions/Unique Strategies for ... (PROFESSIONAL FINANCE & INVESTM)

Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation (The Frank J. Fabozzi Series, 191)

Network Models in Finance: Expanding the Tools for Portfolio and Risk Management (Frank J. Fabozzi Series)

Fixed Income Securities: 2 (Frank J. Fabozzi Series)

Active Credit Portfolio Management in Practice: 384 (Wiley Finance)

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

Mortgage-Backed Securities: Products, Structuring, and Analytical Techniques: 200 (Frank J. Fabozzi Series)

The Handbook of Corporate Debt Instruments: 35 (Frank J. Fabozzi Series)

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