Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide
Srichander RamaswamyISBN: 0471430374;
"With this clear and comprehensive guide, the reader has an excellent basis on which to build up an advanced credit risk management system. Ramaswamy provides clear answers to important questions such as tail dependence and relative credit risk measures while keeping the right balance between practical relevance and technical sophistication." –Dr. Yue Sung, Head of Risk Control, Deutsche Bundesbank "This book bridges the gap between theory and practice in the quantitative management of corporate bond portfolios. Different distributional assumptions are utilized and discussed in the context of practical portfolio management examples. I recommend this book to practitioners as a useful introduction to the quantitative issues of corporatebond portfolio management." –Lev Dynkin, Managing Director Lehman Brothers, Quantitative Portfolio Strategies In Managing Credit Risk in Corporate Bond Portfolios: A Practitioner’s Guide, investment...
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