Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide - Couverture rigide

Ramaswamy, Srichander

Couverture rigide

ISBN 10 : 0471430374 ISBN 13 : 9780471430377

Editeur : Wiley, 2003

Synopsis

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.

A propos du livre

À propos de l'auteur

Srichander Ramaswamy 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. Previously, he was a financial engineer with Credit Suisse in Zurich. Dr. Ramaswamy is a contributor to the Journal of Portfolio Management and other professional journals. He holds a PhD in aerospace engineering from the University of Cincinnati.

Détails de l'édition

• Éditeur: Wiley
• Date d'édition: 2003
• Langue: anglais
• ISBN 10: 0471430374
• ISBN 13: 9780471430377
• Reliure: Relié
• Nombre de pages: 288
• Coordonnées du fabricant: JOSSEY-BASS; https://www.wiley.com/en-us; ; 111 River Street; Hoboken; NJ; 7030; Etats-Unis
• Personne responsable: Buchpark GmbH; gpsr@buchpark.de; ; Krügerweg 1; Trebbin; Brandenburg; 14959; Allemagne