Felsenheimer Jochen:
Active Credit Portfolio Management

A Practical Guide To Credit Risk Management Strategies

John Wiley And Sons Ltd (Germany), 2005
Hardback, 581 pages
Size: 237x167 mm
ISBN: 9783527501984
ISBN-10: 3527501983

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Active Credit Portfolio Management

The introduction of the euro in 1999 marked the starting point of the development of a very liquid and heterogeneous EUR credit market. This book shows how to optimize, manage, and hedge liquid credit portfolios, such as applying innovative derivative instruments. It is suitable for credit portfolio managers of funds and insurance companies.

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Jochen Felsenheimer
Credit & credit institutions
Finance
Finance & accounting
Economics, finance, business and industry
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