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010   $a9786612113741
010   $a9780470455111
010   $a047045511X
010   $a9781118266830
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010   $a0470454822
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035   $a(CKB)4330000000011801
035   $a(MiAaPQ)EBC427652
035   $a(OCoLC)374599565
035   $a(PPN)230325122
035   $a(Perlego)1008971
035   $a(EXLCZ)994330000000011801
100   $a20081006d2009      uy         0
101 0 $aeng
135   $aurcn|||||||||
181   $2rdacontent
182   $2rdamedia
183   $2rdacarrier
200 10$aActive credit portfolio management in practice /$fJeffrey R. Bohn, Roger M. Stein
210   $aHoboken, NJ $cWiley$dc2009
215   $axxix, 610 p
225 1 $aWiley finance series
311 08$a9780470080184 
311 08$a0470080183 
320   $aIncludes bibliographical references and index.
330 8 $aState-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysis   Filled with in-depth insights and expert advice, Active Credit Portfolio Management in Practice serves as a comprehensive introduction to both the theory and real-world practice of credit portfolio management. The authors have written a text that is technical enough both in terms of background and implementation to cover what practitioners and researchers need for actually applying these types of risk management tools in large organizations but which at the same time, avoids technical proofs in favor of real applications. Throughout this book, readers will be introduced to the theoretical foundations of this discipline, and learn about structural, reduced-form, and econometric models successfully used in the market today. The book is full of hands-on examples and anecdotes. Theory is illustrated with practical application. The authors' Website provides additional software tools in the form of Excel spreadsheets, Matlab code and S-Plus code. Each section of the book concludes with review questions designed to spark further discussion and reflection on the concepts presented. 
410  0$aWiley finance series.
606   $aCredit$xManagement
606   $aPortfolio management
606   $aRisk management
615  0$aCredit$xManagement.
615  0$aPortfolio management.
615  0$aRisk management.
676   $a332.7
700   $aBohn$b Jeffrey R.$f1967-$01841340
701   $aStein$b Roger M.$f1966-$01841341
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9911019804903321
996   $aActive credit portfolio management in practice$94421035
997   $aUNINA