{"product_id":"quant-credit-fabozzi-arik-ben-dor-9781118117699","title":"Quantitative Credit Portfolio Management","description":"\u003cb\u003eAn innovative approach to post-crash credit portfolio management\u003c\/b\u003e \u003cp\u003eCredit 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 risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts.\u003c\/p\u003e \u003cp\u003eA targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, \u003ci\u003eQuantitative Credit Portfolio Management\u003c\/i\u003e offers essential insights into understanding the risks of corporate bonds--spread, liquidity, and Treasury yield curve risk--as well as managing corporate bond portfolios.\u003c\/p\u003e \u003cul\u003e \u003cli\u003ePresents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premium\u003c\/li\u003e \u003cli\u003eWritten by the number one ranked quantitative research group for four consecutive years by \u003ci\u003eInstitutional Investor\u003c\/i\u003e\n\u003c\/li\u003e \u003cli\u003eProvides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade?\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eCredit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Arik Ben Dor, Lev Dynkin, Jay Hyman\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1118117697\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781118117699\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 12\/06\/2011\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 416\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.51lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.20h x 6.23w x 1.30d","brand":"Arik Ben Dor","offers":[{"title":"Hardcover","offer_id":43989738291455,"sku":"9781118117699","price":115.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_4b9fb108-950b-40e0-9dff-0d77fbe80ad6.jpg?v=1683301135","url":"https:\/\/www.whiterainbookhouse.com\/products\/quant-credit-fabozzi-arik-ben-dor-9781118117699","provider":"WR Book House","version":"1.0","type":"link"}