Active Credit Portfolio Management in Practice

Jeffrey R Bohn

9 ratings by Goodreads

Language: English

Published by John Wiley & Sons Apr 2009, 2009

0470080183 / 9780470080184

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - State-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysisFilled with in-depth insights and expert advice, Active Credit Portfolio Management in Practice serves as a comprehensive introduction to both the theory and real-world practice of credit portfolio management. The authors have written a text that is technical enough both in terms of background and implementation to cover what practitioners and researchers need for actually applying these types of risk management tools in large organizations but which at the same time, avoids technical proofs in favor of real applications. Throughout this book, readers will be introduced to the theoretical foundations of this discipline, and learn about structural, reduced-form, and econometric models successfully used in the market today. The book is full of hands-on examples and anecdotes. Theory is illustrated with practical application. The authors' Website provides additional software tools in the form of Excel spreadsheets, Matlab code and S-Plus code. Each section of the book concludes with review questions designed to spark further discussion and reflection on the concepts presented. …

Seller Inventory # 9780470080184

Title
Active Credit Portfolio Management in Practice
Author
Jeffrey R Bohn
Publisher
John Wiley & Sons Apr 2009
Publication year
2009
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0470080183
ISBN 13
9780470080184
Item weight
1,069 grams
Dimensions
235x157x39 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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