Active Credit Portfolio Management: A Practical Guide to Credit Risk Management Strategies

1,080 EGP In stock

The introduction of the euro in 1999 marked the starting point of the development of a very liquid and heterogeneous EUR credit market, which exceeds EUR 350bn with respect to outstanding corporate bonds. As a result, credit risk trading and credit portfolio management gained significantly in importance. The book shows how to optimize, manage, and hedge liquid credit portfolios, i.e. ... more on CAIRO BOOKS

Buy it from CAIRO BOOKS
(0)
Report

Product Details

  • The best price of Active Credit Portfolio Management: A Practical Guide to Credit Risk Management Strategies by CAIRO BOOKS in Egypt is 1,080 EGP
  • Available payment methods are
    Cash on Delivery
  • Delivery fees are 10 EGP, with delivery expected within 5-8 day(s)
  • Similar products to Active Credit Portfolio Management: A Practical Guide to Credit Risk Management Strategies are sold at Jumia, CAIRO BOOKS with prices starting at 279 EGP
  • The first appearance of this product was on Aug 20, 2014
  • Amongst similar products of Active Credit Portfolio Management: A Practical Guide to Credit Risk Management Strategies the cheapest price is 279 EGP from Jumia

CAIRO BOOKS's Description

The introduction of the euro in 1999 marked the starting point of the development of a very liquid and heterogeneous EUR credit market, which exceeds EUR 350bn with respect to outstanding corporate bonds. As a result, credit risk trading and credit portfolio management gained significantly in importance. The book shows how to optimize, manage, and hedge liquid credit portfolios, i.e. applying innovative derivative instruments. Against the background of the highly complex structure of credit derivatives, the book points out how to implement portfolio optimization concepts using credit-relevant parameters, and basic Markowitz or more sophisticated modified approaches (e.g., Conditional Value at Risk, Omega optimization) to fulfill the special needs of an active credit portfolio management on a single-name and on a portfolio basis (taking default correlation within a credit risk model framework into account). This includes appropriate strategies to analyze the impact from credit-relevant newsflow (macro- and micro-fundamental news, rating actions, etc.). As credits resemble equity-linked instruments, we also highlight how to implement debt-equity strategies, which are based on a modified Merton approach. The book is obligatory for credit portfolio managers of funds and insurance companies, as well as bank-book managers, credit traders in investment banks, cross-asset players in hedge funds, and risk controllers.

Reviews

    No reviews exist yet for this product.

    Similar Products

    ProductStorePricePayment methodsDelivery timeFees
    The Well-Timed Strategy
    The Well-Timed Strategy
    Store:JumiaPrice: 279 EGPPayment methodsCash on DeliveryCredit CardE-PaymentDelivery time: 2-5 day(s) Fees : 15 EGP Buy it
    Project Portfolio Management: A Practical Guide to Selecting Projects, Managing Portfolios, and Maximizing Benefits (Jossey-Bass Business & Management)
    Project Portfolio Management: A Practical ...
    Store:CAIRO BOOKSPrice: 312 EGPPayment methodsCash on DeliveryDelivery time: 5-8 day(s) Fees : 10 EGP Buy it
    Active Private Equity Real Estate Strategy (Frank J. Fabozzi Series)
    Active Private Equity Real Estate Strategy...
    Store:CAIRO BOOKSPrice: 453.60 EGPPayment methodsCash on DeliveryDelivery time: 5-8 day(s) Fees : 10 EGP Buy it
    Quantitative Equity Investing: Techniques and Strategies (Wiley Desktop Editions)
    Quantitative Equity Investing: Techniques ...
    Store:CAIRO BOOKSPrice: 492 EGPPayment methodsCash on DeliveryDelivery time: 5-8 day(s) Fees : 10 EGP Buy it
    Credit Risk Modeling using Excel and VBA (The Wiley Finance Series)
    Credit Risk Modeling using Excel and VBA (...
    Store:CAIRO BOOKSPrice: 604.80 EGPPayment methodsCash on DeliveryDelivery time: 5-8 day(s) Fees : 10 EGP Buy it
    Credit Derivatives: Risk Management, Trading and Investing (The Wiley Finance Series)
    Credit Derivatives: Risk Management, Tradi...
    Store:CAIRO BOOKSPrice: 624 EGPPayment methodsCash on DeliveryDelivery time: 5-8 day(s) Fees : 10 EGP Buy it
    Active Credit Portfolio Management: A Practical Guide to Credit Risk Management StrategiesActive Credit Portfolio Management: A Practical Guide to Credit Risk Management Strategies





    ... or add to a new wish list.