Quantitative Credit Portfolio Management Practical Innovations For Measuring And Controlling Liquidity Spread And Issuer Concentration Risk

Name: Quantitative Credit Portfolio Management Practical Innovations For Measuring And Controlling Liquidity Spread And Issuer Concentration Risk
Author: Lev Dynkin

by Lev Dynkin

Cover of Quantitative Credit Portfolio Management Practical Innovations For Measuring And Controlling Liquidity Spread And Issuer Concentration Risk

No description available.

Portfolio managementInvestment analysisDerivative securities

Quantitative Credit Portfolio Management Practical Innovations For Measuring And Controlling Liquidity Spread And Issuer Concentration Risk by Lev Dynkin — book · Vinony