Quantitative credit portfolio management : Practical innovations for measuring and controlling liquidity, spread and issuer concentration risk - Ben Dor Arik; Dynkin Lev; Hyman Jay; Phelps Bruce D; Hassenzahl David M; Ben Dor Arik; Dynkin Lev; Hyman Jay; Phelps Bruce D (New Jersey John Wiley, 2012)
References 367-370p.; Index 371-388p.
Keywords: Credit derivatives; Investment analysis; Portfolio management; Operational Research