Quantitative analytics in debt valuation & management

a breakthrough methodology for analyzing the high-yield and distressed debt market

  • 2 Want to read
Quantitative analytics in debt valuation & ma ...
Mark Guthner, Mark Guthner
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Last edited by ImportBot
August 3, 2020 | History

Quantitative analytics in debt valuation & management

a breakthrough methodology for analyzing the high-yield and distressed debt market

  • 2 Want to read

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Publish Date
Publisher
McGraw-Hill
Language
English

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Book Details


Table of Contents

Traditional techniques in credit analysis
Loan valuation framework
Model application & capital framework
Pricing individual loans
Market implied probability of default
Integrating equity prices into debt valuation
Hedging debt with equity
Real-time simulation, a case study
Managing levered debt portfolios
Conclusion & final thoughts.

Edition Notes

Includes bibliographical references.

Published in
New York

Classifications

Dewey Decimal Class
332.63
Library of Congress
HG3701 .G88 2012, HG3701.G88 2012

The Physical Object

Pagination
p. cm.

Edition Identifiers

Open Library
OL25259920M
ISBN 10
0071790616
ISBN 13
9780071790611
LCCN
2012009417

Work Identifiers

Work ID
OL16572248W

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History

Download catalog record: RDF / JSON
August 3, 2020 Edited by ImportBot import existing book
March 28, 2012 Created by LC Bot import new book