Managing Credit Risk In Corporate Bond Portfolios. A Practitioner's Guide

4.7 звезд, основано на 73 отзывах

RUR 7702.99

В наличии


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

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.

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