много монет - брату нумизмату

Managing Credit Risk in Corporate Bond Portfolios. A Practitioner's Guide

Managing Credit Risk in Corporate Bond Portfolios. A Practitioner's Guide
Автор: Srichander Ramaswamy
Дата написания:
Издательство: John Wiley & Sons Limited
ISBN: 9780471488323
Цена: 8887.54 Руб.
заказать | скачать | читать

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.

Гениальная мысль:    История человечества - в основном история идей. Изрёк: Герберт Джордж Уэллс

Отличная шутка: — Извините, что деньги все мокрые, — сказала дама продавцу в меховом магазине. — Муж так рыдал, когда отдавал их мне…