Inbunden, Engelska, 2003
Managing Credit Risk in Corporate Bond Portfolios
A Practitioner's Guide
Del 106 i serien Frank J. Fabozzi Series
609 kr
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Beskrivning
Expert guidance on managing credit risk in bond portfoliosManaging 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.
Produktinformation
- Utgivningsdatum: 2003-12-01
- Mått: 159 x 237 x 24 mm
- Vikt: 493 g
- Format: Inbunden
- Språk: Engelska
- Serie: Frank J. Fabozzi Series
- Antal sidor: 290
- Förlag: John Wiley & Sons Inc
- ISBN: 9780471430377
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Srichander Ramaswamy 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. Previously, he was a financial engineer with Credit Suisse in Zurich. Dr. Ramaswamy is a contributor to the Journal of Portfolio Management and other professional journals. He holds a PhD in aerospace engineering from the University of Cincinnati.
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