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June 17, 2010 | History

Active credit portfolio management in practice 2 editions

Cover of: Active credit portfolio management in practice | Jeffrey R. Bohn
About the Book

State-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysisFilled with in-depth insights and expert advice, Active Credit Portfolio Management in Practice serves as a comprehensive introduction to both the theory and real-world practice of credit portfolio management. The authors have written a text that is technical enough both in terms of background and implementation to cover what practitioners and researchers need for actually applying these types of risk management tools in large organizations but which at the same time, avoids technical proofs in favor of real applications. Throughout this book, readers will be introduced to the theoretical foundations of this discipline, and learn about structural, reduced-form, and econometric models successfully used in the market today. The book is full of hands-on examples and anecdotes. Theory is illustrated with practical application. The authors' Website provides additional software tools in the form of Excel spreadsheets, Matlab code and S-Plus code. Each section of the book concludes with review questions designed to spark further discussion and reflection on the concepts presented.

Classifications

Library of Congress HG3751 .B64 2009
Dewey 332.7

2 editions First published in 2009

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Cover of: Active credit portfolio management in practice
Cover of: Active Credit Portfolio Management in Practice
2009, John Wiley & Sons, Ltd.
Active Credit Portfolio Management in Practice
Electronic resource in English

History

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June 17, 2010 Edited by ImportBot add details from OverDrive
January 29, 2010 Edited by WorkBot add more information to works
December 11, 2009 Created by WorkBot add works page