(Mobile book) Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide (Frank J. Fabozzi Series)
• Srichander Ramaswamy •
#4212514 in eBooks 2008-05-02 2008-05-02File Name: B000W6DWNY
3 of 3 people found the following review helpful. A Must Read for all 'Traditional' Fixed Income ManagersBy A CustomerThis book does indeed fill an important gap in the literature - in bridging the quant and the strategist.Simply put, the author has assembled a very readable set of ingredients from which one could 'proficiently' manage a corporate bond mandate.The chapters on credit portfolio risk measurement and optimization are very informative and leave the right questions open to interpretaFrom the Back Cover"With this clear and comprehensive guide, the reader has an excellent basis on which to build up an advanced credit risk management system. Ramaswamy provides clear answers to important questions such as tail dependence and relative credit risk measures while keeping the right baExpert 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 ... [PDF.dr55] Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide (Frank J. Fabozzi Series) Rating: 3.81 (535 Votes)
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You can specify the type of files you want, for your gadget.Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide (Frank J. Fabozzi Series) | Srichander Ramaswamy. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.
