
Quantitative Credit Portfolio Management
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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. The information found here bridges these two approaches. In an intuitive and ...
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product_type_E-book
epub
Price
89.00 £
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. The information found here bridges these two approaches. In an intuitive and ...
Read more
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