Quantitative credit portfolio management practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
Furkejuvvon:
| Váldodahkki: | |
|---|---|
| Searvvušdahkki: | |
| Materiálatiipa: | Elektrovnnalaš E-girji |
| Giella: | eaŋgalasgiella |
| Almmustuhtton: |
Hoboken, NJ :
Wiley,
c2012.
|
| Preanttus: | 1st ed. |
| Ráidu: | Frank J. Fabozzi series ;
202. |
| Fáttát: | |
| Liŋkkat: | An electronic book accessible through the World Wide Web; click to view |
| Fáddágilkorat: |
Eai fáddágilkorat, Lasit vuosttaš fáddágilkora!
|
Geahča maid: 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 /