书目详细信息
： Quantitative analytics in debt valuation & management /
书目信息 机读格式(MARC)
| ISBN： | 9780071790611 (alk. paper) |
|---|---|
| ISBN： | 0071790616 (alk. paper) |
| 编目源： | DLC DLC DLC |
| 个人名称： | Guthner, Mark. |
| 题名： | Quantitative analytics in debt valuation & management / by Mark Guthner. |
| 索书号： | F830.5/G984E |
| 出版发行项： | New York : McGraw-Hill, c2012. |
| 载体形态： | xvii, 315 p. : ill. ; 24 cm. |
| 书目附注： | Includes bibliographical references (p. 297-299) and index. |
| 格式化内容附注： | Traditional techniques in credit analysis -- Loan valuation framework -- Model application & capital framework -- Pricing individual loans -- Market implied probability of default -- Integrating equity prices into debt valuation -- Hedging debt with equity -- Real-time simulation, a case study -- Managing levered debt portfolios -- Conclusion & final thoughts. |