Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

Quantitative

by: Arik Ben Dor · Lev Dynkin · Jay Hyman · Bruce D. Phelps

Hardcover

ISBN: 978-1-118-11769-9

ISBN-10: 1-118-11769-7

Wiley · 2011