Quantitative credit portfolio management practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
Gardado en:
| Autor Principal: | |
|---|---|
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | inglés |
| Publicado: |
Hoboken, NJ :
Wiley,
c2012.
|
| Edición: | 1st ed. |
| Series: | Frank J. Fabozzi series ;
202. |
| Subjects: | |
| Acceso en liña: | An electronic book accessible through the World Wide Web; click to view |
| Tags: |
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|
Títulos similares: Quantitative credit portfolio management
- Quantitative credit portfolio management practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
- The art of credit derivatives demystifying the black swan /
- The art of credit derivatives demystifying the black swan /
- Credit derivatives instruments, applications and pricing /
- Credit derivatives instruments, applications and pricing /
- Credit derivatives investing and risk management /