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Quantitative Credit Portfolio Management: Practical Innovations for Measuring
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Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk Hardcover - 2011 - 1st Edition

by Arik Ben Dor; Lev Dynkin; Jay Hyman


Details

  • Title Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
  • Author Arik Ben Dor; Lev Dynkin; Jay Hyman
  • Binding Hardcover
  • Edition number 1st
  • Edition 1
  • Pages 388
  • Volumes 1
  • Language ENG
  • Publisher John Wiley & Sons
  • Date 2011-12
  • Illustrated Yes
  • ISBN 9781118273067 / 1118273060
  • Weight 1.5 lbs (0.68 kg)
  • Dimensions 9 x 5.7 x 1.5 in (22.86 x 14.48 x 3.81 cm)
  • Dewey Decimal Code 332.632
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Quantitative Credit Portfolio Management (Custom): Practical Innovations for Measuring and...
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Quantitative Credit Portfolio Management (Custom): Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

by Dynkin, Lev

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Quantitative Credit Portfolio Management (Custom): Practical Innovations for Measuring and...
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Quantitative Credit Portfolio Management (Custom): Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

by Dynkin, Lev

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Wiley, 2011-12-06. Hardcover. New. Brand new gift quality hardcover in jacket. e65 Please email for photos.
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Quantitative Credit Portfolio Management (Custom): Practical Innovations for Measuring and...
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Quantitative Credit Portfolio Management (Custom): Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk (Frank J. Fabozzi)

by Lev Dynkin

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9781118273067 / 1118273060
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Wiley, 2011-12-06. 1. Hardcover. Used:Good.
Item Price
€287.01
FREE shipping to USA