Managing credit risk in corporate bond portfolios : (Record no. 345618)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02439 a2200205 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0471430374 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780471430377 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.63234 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) | |
| -- | 3129 |
| -- | 3129 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Ramaswamy, Srichander. |
| 245 10 - TITLE STATEMENT | |
| Title | Managing credit risk in corporate bond portfolios : |
| Remainder of title | a practitioner's guide / |
| Statement of responsibility, etc. | Srichander Ramaswamy. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | [S.l.] : |
| Name of publisher, distributor, etc. | Wiley, |
| Date of publication, distribution, etc. | 2003. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 288 p. ; |
| Dimensions | 24 cm. |
| 500 ## - GENERAL NOTE | |
| General note | Hardcover. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | "With this clear and comprehensive guide, the reader has an excellent basis on which to build up an advanced credit risk management system. Ramaswamy provides clear answers to important questions such as tail dependence and relative credit risk measures while keeping the right balance between practical relevance and technical sophistication." –Dr. Yue Sung, Head of Risk Control, Deutsche Bundesbank "This book bridges the gap between theory and practice in the quantitative management of corporate bond portfolios. Different distributional assumptions are utilized and discussed in the context of practical portfolio management examples. I recommend this book to practitioners as a useful introduction to the quantitative issues of corporate bond portfolio management." –Lev Dynkin, Managing Director Lehman Brothers, Quantitative Portfolio Strategies In Managing Credit Risk in Corporate Bond Portfolios: A Practitioner’s Guide, investment expert Srichander Ramaswamy skillfully explains how you can begin to measure and manage the relative credit risk of a co rporate bond portfolio against its benchmark. By combining risk management concepts with portfolio construction techniques, and examining the role that quantitative methods play in the integration process, this comprehensive guide provides much-needed answers to numerous corporate bond portfolio management questions. Filled with practical advice and challenging end-of-chapter questions, this book can help you become a better-informed and more efficient player in the financial system–whether you’re an institutional investor in need of important risk guidelines or a portfolio manager looking to rebalance p |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Amazon.com |
| Uniform Resource Identifier | <a href="http://www.amazon.com/exec/obidos/ASIN/0471430374/chopac">http://www.amazon.com/exec/obidos/ASIN/0471430374/chopac</a> |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Amazon customer reviews |
| Uniform Resource Identifier | <a href="http://www.chopac.org/cgi-bin/tools/azrev.pl?q=0">http://www.chopac.org/cgi-bin/tools/azrev.pl?q=0</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Institution code [OBSOLETE] | NBS |
| Koha item type | Book |
| Call number prefix | 332.63234 RAM |
| Withdrawn status | Lost status | Damaged status | Not for loan | Permanent Location | Current Location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Library (CL) | Central Library (CL) | 08/28/2013 | 1 | 332.63234 RAM | NBSD-221 | 11/22/2017 | 08/04/2017 | 08/28/2013 | Book | ||||
| Central Library (CL) | Central Library (CL) | 08/28/2013 | 1 | 332.63234 RAM | NBSD-222 | 11/22/2017 | 08/04/2017 | 08/28/2013 | Book |