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Quantitative Credit Portfolio Management
- Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
part of the Frank J. Fabozzi Series series
- Binding:
- Hardback
- Pages:
- 416
- Published:
- January 19, 2012
- Dimensions:
- 164x232x35 mm.
- Weight:
- 684 g.
Delivery:
2-3 weeks
Expected delivery: August 17, 2025
Description of Quantitative Credit Portfolio Management
An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value.
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