Amazon cover image
Image from Amazon.com

Active credit portfolio management

By: Contributor(s): Material type: TextTextPublication details: Federal Republic Germany Wiley-VCH Verlag 2006Description: 581 pISBN:
  • 3527501983
Subject(s): DDC classification:
  • 332.7
Summary: The book shows how to optimize, manage, and hedge liquid credit portfolios, i.e. applying innovative derivative instruments. Against the background of the highly complex structure of credit derivatives, the book points out how to implement portfolio optimization concepts using credit-relevant parameters, and basic Markowitz or more sophisticated modified approaches to fulfill the special needs of an active credit portfolio management on a single-name and on a portfolio basis. This includes appropriate strategies to analyze the impact from credit-relevant newsflow. The book is obligatory for credit portfolio managers of funds and insurance companies, as well as bank-book managers, credit traders in investment banks, cross-asset players in hedge funds, and risk controllers.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Item location Shelving location Call number Status Date due Barcode
Books Vikram Sarabhai Library Rack 20-A / Slot 739 (0 Floor, West Wing) General Stacks 332.7 F3A2 (Browse shelf(Opens below)) Available 163640

The book shows how to optimize, manage, and hedge liquid credit portfolios, i.e. applying innovative derivative instruments. Against the background of the highly complex structure of credit derivatives, the book points out how to implement portfolio optimization concepts using credit-relevant parameters, and basic Markowitz or more sophisticated modified approaches to fulfill the special needs of an active credit portfolio management on a single-name and on a portfolio basis. This includes appropriate strategies to analyze the impact from credit-relevant newsflow. The book is obligatory for credit portfolio managers of funds and insurance companies, as well as bank-book managers, credit traders in investment banks, cross-asset players in hedge funds, and risk controllers.

There are no comments on this title.

to post a comment.