Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
by: Dor, Arik Ben; Dynkin, Lev; Hyman, Jay; Phelps, Bruce D.; Phelps, Bruce D.
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Publisher: Wiley(2011/11/8)
Edition: 1
Language: English
ISBN-13: 9781118117699
e-ISBN-13: 9781118167427

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