Search Results for Credit.

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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
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 The art of credit derivatives : demystifying the black swan
The art of credit derivatives : demystifying the black swan
The art of credit derivatives : demystifying the black swan
by 
Garcia, João.
Format: 
Books
Publication Date 
2010
Excerpt: 
The art of credit derivatives : demystifying the black swan / Garcia, João.
Available: Copies:
Cover image for Investments
Investments
by 
Bodie, Zvi, author.
Format: 
Books
Publication Date 
2024
Excerpt: 
was due in part to innovations in securitization and credit enhancement that gave birth to new trading
Available: Copies:
Cover image for Understanding investments : theories and strategies
Understanding investments : theories and strategies
Understanding investments : theories and strategies
by 
Laopodis, Nikiforos, 1961-
Format: 
Books
Publication Date 
2013
Excerpt: 
Market for Credit Derivatives -- Credit Default Swap -- Total Return Swap -- Asset Swap -- Collateralized
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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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