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Managing credit risk in corporate bo...

Ramaswamy, Srichander.

Managing credit risk in corporate bond portfoliosa practitioner's guide /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Managing credit risk in corporate bond portfolios/ Srichander Ramaswamy.
Reminder of title:	a practitioner's guide /
Author:	Ramaswamy, Srichander.
Published:	Hoboken, NJ :Wiley,2004.
Description:	1 online resource (xiv, 274 p.) :ill.
Subject:	Bonds. -
Online resource:	Click here for online access to this book (查閱全文) (EBSCO eBook)
ISBN:	0471488321 (electronic bk.)
ISBN:	9780471488323 (electronic bk.)

Managing credit risk in corporate bond portfoliosa practitioner's guide /
Ramaswamy, Srichander.

Managing credit risk in corporate bond portfoliosa practitioner's guide /[electronic resource] :Srichander Ramaswamy. - Hoboken, NJ :Wiley,2004. - 1 online resource (xiv, 274 p.) :ill. - Frank J. Fabozzi series. - Frank J. Fabozzi series..

Includes bibliographical references and index.

Managing Credit Risk in Corporate Bond Portfolios A Practitioner's Guide; Contents; FOREWORD; PREFACE; CHAPTER 1 Introduction; CHAPTER 2 Mathematical Preliminaries; CHAPTER 3 The Corporate Bond Market; CHAPTER 4 Modeling Market Risk; CHAPTER 5 Modeling Credit Risk; CHAPTER 6 Portfolio Credit Risk; CHAPTER 7 Simulating the Loss Distribution; CHAPTER 8 Relaxing the Normal Distribution Assumption; CHAPTER 9 Risk Reporting and Performance Attribution; CHAPTER 10 Portfolio Optimization; CHAPTER 11 Structured Credit Products; SOLUTIONS TO END-OF-CHAPTER QUESTIONS; INDEX;

Expert guidance on managing credit risk in bond portfoliosManaging 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 Anal

ISBN: 0471488321 (electronic bk.)

OverDrive, Inc.http://www.overdrive.comSubjects--Topical Terms:

150876
Bonds.
Index Terms--Genre/Form:

172687
Electronic books.

LC Class. No.: HG4963 / .R34 2004eb

Dewey Class. No.: 332.63234

Managing credit risk in corporate bond portfoliosa practitioner's guide /
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