Active Credit Portfolio Management in Practice / Wiley Finance Editions (PDF)
(Sprache: Englisch)
State-of-the-art techniques and tools needed to facilitate
effective credit portfolio management and robust quantitative
credit analysis
Filled with in-depth insights and expert advice, Active
Credit Portfolio Management in Practice serves as...
effective credit portfolio management and robust quantitative
credit analysis
Filled with in-depth insights and expert advice, Active
Credit Portfolio Management in Practice serves as...
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State-of-the-art techniques and tools needed to facilitate
effective credit portfolio management and robust quantitative
credit analysis
Filled 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.
effective credit portfolio management and robust quantitative
credit analysis
Filled 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.
Autoren-Porträt von Jeffrey R. Bohn, Roger M. Stein
JEFFREY R. BOHN, PHD, leads the Financial Strategies group at Shinsei Bank in Tokyo. Previously, he led Moody's KMV's (MKMV's) Global Research group and MKMV's Credit Strategies group. After Moody's acquired KMV, he and Roger Stein coheaded MKMV's research and product development.ROGER M. STEIN, PHD, is Group Managing Director of the newly formed Quantitative Research and Analytics group at Moody's Investors Service in New York. Previously, he was head of research for Moody's Risk Management Services. After Moody's acquired KMV, he and Jeffrey Bohn co-headed MKMV's research and product development.
Bibliographische Angaben
- Autoren: Jeffrey R. Bohn , Roger M. Stein
- 2009, 1. Auflage, 640 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 047045511X
- ISBN-13: 9780470455111
- Erscheinungsdatum: 31.03.2009
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- Größe: 6.02 MB
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Sprache:
Englisch
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