Bruce D Phelps: 1 book
Quantitative Credit Portfolio Management
Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
Language: English
Release Date: November 8, 2011
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 techniques for pricing models and to quantify credit...
