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

紀錄類型:	書目-電子資源 : 單行本
正題名/作者:	Managing credit risk in corporate bond portfolios/ Srichander Ramaswamy.
其他題名:	a practitioner's guide /
作者:	Ramaswamy, Srichander.
出版者:	Hoboken, NJ :Wiley,2004.
面頁冊數:	1 online resource (xiv, 274 p.) :ill.
標題:	Bonds. -
電子資源:	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 /
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245 1 0 $a Managing credit risk in corporate bond portfolios $h [electronic resource] : $b a practitioner's guide / $c Srichander Ramaswamy.
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300 $a 1 online resource (xiv, 274 p.) : $b ill.
490 1 $a Frank J. Fabozzi series
504 $a Includes bibliographical references and index.
505 0 $a 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;
520 $a 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
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