Vi bøger
Levering: 1 - 2 hverdage

Managing Credit Risk in Corporate Bond Portfolios - Srichander Ramaswamy - E-bog

Bag om Managing Credit Risk in Corporate Bond Portfolios

Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers how to measure and manage the risks of a corporate bond portfolio against its benchmark. This comprehensive guide explores a wide range of topics surrounding credit risk and bond portfolios, including the similarities and differences between corporate and government bond portfolios, yield curve risk, default and credit migration risk, Monte Carlo simulation techniques, and portfolio selection methods. Srichander Ramaswamy, PhD (Basel, Switzerland), is Head of Investment Analysis at the Bank for International Settlements (BIS) in Basel, Switzerland, and Adjunct Professor of Banking and Finance, University of Lausanne.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9780471488323
  • Beskyttelse:
  • DRM
  • Udgivet:
  • 29. Marts 2004
  • Straks på e-mail.

Online pris

Fordelspris

Beskrivelse af Managing Credit Risk in Corporate Bond Portfolios

Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers how to measure and manage the risks of a corporate bond portfolio against its benchmark. This comprehensive guide explores a wide range of topics surrounding credit risk and bond portfolios, including the similarities and differences between corporate and government bond portfolios, yield curve risk, default and credit migration risk, Monte Carlo simulation techniques, and portfolio selection methods. Srichander Ramaswamy, PhD (Basel, Switzerland), is Head of Investment Analysis at the Bank for International Settlements (BIS) in Basel, Switzerland, and Adjunct Professor of Banking and Finance, University of Lausanne.

Brugerbedømmelser af Managing Credit Risk in Corporate Bond Portfolios



Find lignende bøger
Bogen Managing Credit Risk in Corporate Bond Portfolios findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.