Managing Credit Risk in Corporate Bond Portfolios A Practitioner's Guide |
|
| Author:
| Ramaswamy, Srichander |
| Series title: | Frank J. Fabozzi Ser. |
| ISBN: | 978-0-471-43037-7 |
| Publication Date: | Nov 2003 |
| Publisher: | John Wiley & Sons, Limited
|
| Book Format: | Hardback |
| List Price: | AUD $165.95 |
Book Description:
|
Managing Credit Risk in Corporate Bond Portfolios discusses discusses how to create a portfolio that will replicate or out-perform a corporate bond benchmark, while assessing the risk of various bonds held in that particular portfolio.
Managing Credit Risk in Corporate Bond Portfolios discusses discusses how to create a portfolio that will replicate or out-perform a corporate bond benchmark, while assessing the risk of various bonds held in that particular portfolio.