eBooks - Business - Financial Planning - Srichander Ramaswamy - Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide
Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide eBook
by Srichander Ramaswamy
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Platforms
Windows Vista / XP / 2000, Mac OS X, Sony Reader Features
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Availability:
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Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide Summary
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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. |
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eBooks - Titles - Authors - Business - Financial Planning - Srichander Ramaswamy - Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide