Ben Dor Arik; Dynkin Lev; Hyman Jay; Phelps Bruce D
Quantitative credit portfolio management : Practical innovations for measuring and controlling liquidity, spread and issuer concentration risk
- New Jersey John Wiley 2012
- xxviii; 388p.
References 367-370p.; Index 371-388p.
9781118117699 (hbk) SL01537762
180594
2692, 22/03/2012, The Book Seller Textual
Credit derivatives Investment analysis Portfolio management Operational Research