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Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk by Dor, Arik Ben; Dynkin, Lev; Hyman, Jay; Phelps, Bruce D
by Dor, Arik Ben; Dynkin, Lev; Hyman, Jay; Phelps, Bruce D
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Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
by Dor, Arik Ben; Dynkin, Lev; Hyman, Jay; Phelps, Bruce D
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Wiley. hardcover. New. 6x1x9. Brand New Book in Publishers original Sealing
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- ISBN 10 1118117697
- ISBN 13 9781118117699
- Publisher Wiley
- Size 6x1x9
- X weight 23 oz
- Size 6x1x9
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Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
by Dor, Arik Ben; Dynkin, Lev; Hyman, Jay; Phelps, Bruce D
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Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
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Wiley. New. BRAND NEW, GIFT QUALITY! NOT OVERSTOCKS OR MARKED UP REMAINDERS! DIRECT FROM THE PUBLISHER!
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Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
by Lev Dynkin
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Hardback. New. An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value.
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Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
by Ben Dor, Arik
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hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
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Quantitative Credit Portfolio Management: Practica l Innovations for Measuring and Controlling Liquid ity, Spread, and Issuer Concentration Risk
by Dynkin, Lev/ Phelps, Bruce/ Hyman, Jay/ Arikan, Akin
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John Wiley & Sons Inc, 2011. Hardcover. New. 1st edition. 416 pages. 9.33x6.30x1.34 inches.
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Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
by Ben Dor, Arik
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Quantitative Credit Portfolio Management: Practica l Innovations for Measuring and Controlling Liquid ity, Spread, and Issuer Concentration Risk
by Dynkin, Lev/ Phelps, Bruce/ Hyman, Jay/ Arikan, Akin
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- Hardcover
- ISBN 10 / ISBN 13
- 9781118117699 / 1118117697
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John Wiley & Sons Inc, 2011. Hardcover. New. 1st edition. 416 pages. 9.33x6.30x1.34 inches.
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Quantitative Credit Portfolio Management
by Arik Ben Dor Lev Dynkin Jay Hyman Bruce D. Phelps
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- 9781118117699 / 1118117697
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John Wiley & Sons , pp. 388 Index. Hardback. New.
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