Автор: Lev Dynkin

. Quantitative Credit Portfolio Management. Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

Quantitative Credit Portfolio Management. Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

Lev Dynkin

An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical...

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