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      Active Credit Portfolio Management

      Active Credit Portfolio Management

      A PRACTICAL GUIDE TO CREDIT RISK MANAGEMENT STRATEGIES
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      Language:
      Engleza
      Publishing Date:
      2005
      Page Count:
      581
      ISBN-10:
      3527501983
      Original Title:
      Active Credit Portfolio Management
      ISBN:
      9783527501984
      Dimensions: 1081g
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      Publisher's Synopsis
      The introduction of the euro in 1999 marked the starting point of the development of a very liquid and heterogeneous EUR credit market. This book shows how to optimize, manage, and hedge liquid credit portfolios, such as applying innovative derivative instruments. It is suitable for credit portfolio managers of funds and insurance companies.
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