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1. 
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: 
relative value. The information found here bridges these two approaches. In an intuitive and readable
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2. 
Cover image for Credit derivative strategies : new thinking on managing risk and return
Credit derivative strategies : new thinking on managing risk and return
by 
Douglas, Rohan.
Format: 
Books
Publication Date 
2007
Excerpt: 
1. Eight relative value opportunities / Christoph Klein -- 2. Distressed debt strategies / Steven D
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3. 
Cover image for Credit derivatives pricing models : models, pricing, and implementation
Credit derivatives pricing models : models, pricing, and implementation
Credit derivatives pricing models : models, pricing, and implementation
by 
Schonbucher, Philipp J.
Format: 
Books
Publication Date 
2003
Excerpt: 
. -- 7. Implementation of Intensity-Based Models. -- 8. Credit Rating Models. -- 9. Firm Value and Share
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