Managing Credit Risk in Corporate Bond Portfolios by Srichander Ramaswamy
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.
Srichander Ramaswamy is Head of Investment Analysis at the Bank for International Settlements (BIS) in Basel, Switzerland, and Adjunct Professor of Banking and Finance, University of Lausanne. Previously, he was a financial engineer with Credit Suisse in Zurich. Dr. Ramaswamy is a contributor to the Journal of Portfolio Management and other professional journals. He holds a PhD in aerospace engineering from the University of Cincinnati.
| SKU | Unavailable |
| ISBN 13 | 9780471430377 |
| ISBN 10 | 0471430374 |
| Title | Managing Credit Risk in Corporate Bond Portfolios |
| Author | Srichander Ramaswamy |
| Series | Frank J Fabozzi Series |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | John Wiley & Sons Inc |
| Year published | 2004-01-06 |
| Number of pages | 288 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |