Description: This book is a valuable resource for anyone interested in quantitative credit portfolio management. The authors, Arik Ben Dor, Bruce D. Phelps, Jay Hyman, and Lev Dynkin, provide practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk in a portfolio. The book is part of the Frank J. Fabozzi Ser. and was published by Wiley & Sons, Incorporated, John in 2011. The book is a hardcover edition with a length of 9.1 inches, a height of 1.5 inches, and a width of 6.4 inches. It has 416 pages and is written in English. The book is illustrated and covers topics such as investments and securities, portfolio management, finance, and general investments and securities. This book is a must-have for anyone interested in quantitative credit portfolio management and wants to learn about practical innovations for measuring and controlling risk in a portfolio.
Price: 55 USD
Location: Indianola, Iowa
End Time: 2025-01-20T05:27:29.000Z
Shipping Cost: 5.38 USD
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Book Title: Quantitative Credit Portfolio Management : Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
Number of Pages: 416 Pages
Language: English
Publisher: Wiley & Sons, Incorporated, John
Publication Year: 2011
Item Height: 1.5 in
Topic: Investments & Securities / Portfolio Management, Finance / General, Investments & Securities / General
Illustrator: Yes
Genre: Business & Economics
Item Weight: 22.4 Oz
Author: Arik Ben Dor, Bruce D. Phelps, Jay Hyman, Lev Dynkin
Item Length: 9.1 in
Item Width: 6.4 in
Book Series: Frank J. Fabozzi Ser.
Format: Hardcover
