Search Results for Credit.

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000IIE
Cover image for 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
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: 
Quantitative credit portfolio management : practical innovations for measuring and controlling
Available: Copies:
Cover image for Fixed-income securities and derivatives handbook: analysis and valuation
Fixed-income securities and derivatives handbook: analysis and valuation
Fixed-income securities and derivatives handbook: analysis and valuation
by 
Choudhry, Moorad.
Format: 
Books
Publication Date 
2010
Excerpt: 
Handbook includes a wealth of new material on such topics as covered bonds, credit derivatives, convertible
Available: Copies:
Cover image for Mastering value at risk : a step-by-step guide to understanding and applying VaR
Mastering value at risk : a step-by-step guide to understanding and applying VaR
Mastering value at risk : a step-by-step guide to understanding and applying VaR
by 
Butler, Cormac.
Format: 
Books
Publication Date 
1999
Excerpt: 
-- Option strategies -- Monte Carlo simulation -- Applying VaR principles to credit control -- Estimating
Available: Copies:
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