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00578nam ac200205 k 4500
000003858589
20220101120000
ta
050202s2004 us 000 eng
▼a 0471430374
▼a 123456
▼c 123456
▼l WM6276
▼a HG3701
▼a HG3701
▼b R36
▼a Ramaswamy,Srichander
▼a Managing Credit Risk in Corporate Bond Portfolios:
▼b a practitioner's guide/
▼d Ramaswamy,Srichander
▼a Hoboken:
▼b John Wiley & Sons,
▼c 2004.
▼a 274p.;
▼c 24cm.
▼a Credit
▼a Bonds
▼a Risk management
▼b US$39
▼a 단행본
| 자료유형 : | 단행본 |
|---|---|
| ISBN : | 0471430374 |
| 분류기호 : | HG3701 |
| 개인저자 : | Ramaswamy,Srichander |
| 서명/저자사항 : | Managing Credit Risk in Corporate Bond Portfolios: a practitioner's guide/ Ramaswamy,Srichander |
| 발행사항 : | Hoboken: John Wiley & Sons, 2004. |
| 형태사항 : | 274p.; 24cm. |
| 언어 | 영어 |
1. Introduction
2. Mathematical Preliminaries
3. The Corporate Bond Market
4. Modeling Market Risk
5. Modeling Credit Risk
6. Portfolio Credit Risk
7. Simulating the Loss Distribution
8. Relaxing the Normal Distribution Assumption
9. Risk Reporting and Performance Attribution
10. Portfolio Optimization
11. Structure Credit Products
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