Lev Dynkin

Произведения автора 1

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РОМАНЫ и ПОВЕСТИ

Quantitative Credit Portfolio Management. Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk

электронная книга

Год написания книги 2018

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. Quanti…