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Quantitative credit portfolio manage...

Ben Dor, Arik.

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Quantitative credit portfolio management = practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Quantitative credit portfolio management/ Arik Ben Dor ... [et al.].
Reminder of title:	practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
other author:	Ben Dor, Arik.
Published:	Hoboken, NJ :John Wiley and Sons, : c2012.,
Description:	1 online resource (xxviii, 388 p.) :ill.
Subject:	Credit derivatives. -
Online resource:	http://onlinelibrary.wiley.com/book/10.1002/9781119202851
ISBN:	9781119202851 (electronic bk.)

Quantitative credit portfolio management = practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
Quantitative credit portfolio managementpractical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /[electronic resource] :Arik Ben Dor ... [et al.]. - 1st ed. - Hoboken, NJ :John Wiley and Sons,c2012. - 1 online resource (xxviii, 388 p.) :ill. - The Frank J. Fabozzi series. - Frank J. Fabozzi series..

ISBN: 9781119202851 (electronic bk.)

LCCN: 2011039273Subjects--Topical Terms:

742242
Credit derivatives.

LC Class. No.: HG6024.A3 / Q36 2012

Dewey Class. No.: 332.63/2

Quantitative credit portfolio management = practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
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