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Ramaswamy, Srichander

Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide

Ramaswamy, Srichander - Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide, ebook

112,70€

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ISBN: 9780471488323
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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. 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.
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.

Keywords: Institutional & Corporate Finance

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2004
Language
en
Edition
1
Series
Frank J. Fabozzi Series
Page amount
256 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780471488323
Printed ISBN
9780471430377

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