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Quantitative Credit Portfolio Management

An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for;

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Contributions to Credit Portfolio Modeling and Optimization

management models as special cases. Second, analytical techniques are presented for specifying asset correlations in a credit portfolio through;

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Credit Portfolio Management: A Practitioner's Guide to the Active Management of Credit Risks

Credit Portfolio Management is a topical text on approaches to the active management of credit risks. The book is a valuable, up to date;

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Active Credit Portfolio Management In Practice

State-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysis;

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Active Fixed Income and Credit Management

credits. The focus of discussion is on quantitative and, for credits, qualitative methods of portfolio management. These strategies may be;

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Active Fixed Income and Credit Management

credits. The focus of discussion is on quantitative and, for credits, qualitative methods of portfolio management. These strategies may be;

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Credit Portfolio Management

A cutting-edge text on credit portfolio management Credit risk. A number of market factors are causing revolutionary changes in the way;

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Quantitative Management of Bond Portfolios

The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments;

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Quantitative Management of Bond Portfolios

The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments;

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Quantitative Financial Risk Management

risk management, portfolio management, credit risk modeling, and worldwide financial markets. This comprehensive text reviews the tools and;

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Active Credit Portfolio Management

, which exceeds EUR 350bn with respect to outstanding corporate bonds. As a result, credit risk trading and credit portfolio management gained;

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Quantitative Equity Portfolio Management

Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics;

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The Art of Credit Derivatives

derivatives; multi name corporate credit derivatives; asset backed securities and dynamic credit portfolio management. Coverage includes;

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Recent Applications of Financial Risk Modelling and Portfolio Management

for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies;

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Introduction to Credit Risk

Introduction to Credit Risk focuses on analysis of credit risk, derivatives, equity investments, portfolio management, quantitative methods;

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Quantitative Portfolio Optimisation, Asset Allocation and Risk Management

, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management. Providing an;

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Synthetic CDOs

final chapters introduce more advanced topics such as portfolio management of synthetic CDOs and hedging techniques. Detailing the latest models;

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Fundamentals Of Institutional Asset Management

with describing the key activities involved in asset management and the various forms of risk in managing a portfolio. There is then coverage;

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Fundamentals Of Institutional Asset Management

with describing the key activities involved in asset management and the various forms of risk in managing a portfolio. There is then coverage;

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The Handbook of Credit Risk Management - Originating, Assessing, and Managing Credit Exposures, Second Edition

-Origination, Credit Assessment, Portfolio Management, and Mitigation and Transfer-the book explains why CRM is critical to the success of large;

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Credit Risk: From Transaction to Portfolio Management

Credit Risk: from transaction to portfolio management provides high level, focused analysis of the nature of credit risk in investment;

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Quantitative Fund Management

shifting from basic Markowitz mean-variance portfolio optimization to risk management and trading applications. This section also explores novel;

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Multi-period credit portfolio selection

practitioners is directed more and more towards active credit portfolio management. Active portfolio management related to Markowitz' (1952) seminal;

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Credit Engineering for Bankers

More efficient credit portfolio engineering can increase the decision-making power of bankers and boost the market value of their banks;

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Essentials in credit risk management in microfinance institutions

in the management of credit in micro finance institutions were examined, as well as loan portfolio management strategies. This book also puts;

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Quantitative Risk Management

teaching and learning* Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including;

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Quantitative Fund Management

shifting from basic Markowitz mean-variance portfolio optimization to risk management and trading applications. This section also explores novel;

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