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Credit derivatives.
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Quantitative credit portfolio management : practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk
Quantitative credit portfolio management : practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk
by
Dynkin, Lev, 1957-
Format:
Books
Publication Date
2011
Excerpt:
-advised to sell securities downgraded below investment grade? Credit portfolio management continues to
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The art of credit derivatives : demystifying the black swan
The art of credit derivatives : demystifying the black swan
by
Garcia, João.
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Publication Date
2010
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Securities.
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