Quantitative Credit Portfolio Management, Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk, Wiley, Arik Ben Dor, Bruce D. Phelps, Jay Hyman, Lev Dynkin,Investment and securities,Finance and the finance industry, Lev dynkin, bruce phelps, jay hyman, akin arikan, quantitative credit portfolio management, techniques for price modeling, techniques for investment selection, risk analysis techniques, hybrid techniques for price modeling, post credit crisis portfolio management techniques, post credit crisis portfolio management, post crash credit portfolio management, duration time spread, liquidity cost scores, capturing the credit spread premium, risk of corporate bonds, managing corporate bond portfolios, spread decomposition, treasury yield curve risk, diversification of issuer risk, tradable credit portfolios, European credit bonds,, Frank J. Fabozzi Series, United States, en-UShttps://www.wiley.comLev dynkin, bruce phelps, jay hyman, akin arikan, quantitative credit portfolio management, techniques for price modeling, techniques for investment selection, risk analysis techniques, hybrid techniques for price modeling, post credit crisis portfolio management techniques, post credit crisis portfolio management, post crash credit portfolio management, duration time spread, liquidity cost scores, capturing the credit spread premium, risk of corporate bonds, managing corporate bond portfolios, spread decomposition, treasury yield curve risk, diversification of issuer risk, tradable credit portfolios, European credit bonds, [BLURB],[CITY],,books, ebooks, biblet, Book2look