Best Seller Managing Credit Risk in Corporate Bond Portfolios

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Managing Credit Risk in Corporate Bond Portfolios High quality books

Managing Credit Risk in Corporate Bond Portfolios
By:Srichander Ramaswamy
Published on 2003-12-01 by John Wiley & Sons

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.

This Book was ranked at 22 by Google Books for keyword Credit.

Book ID of Managing Credit Risk in Corporate Bond Portfolios's Books is nNB7N1mi5jEC, Book which was written bySrichander Ramaswamyhave ETAG "VpNx+UfU6Z0"

Book which was published by John Wiley & Sons since 2003-12-01 have ISBNs, ISBN 13 Code is 9780471430377 and ISBN 10 Code is 0471430374

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Book which have "288 Pages" is Printed at BOOK under CategoryBusiness and Economics

This Book was rated by Raters and have average rate at ""

This eBook Maturity (Adult Book) status is NOT_MATURE

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