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Quantitative Credit Portfolio Management (Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk) || Measuring Spread Sensitivity of Corporate Bonds: Duration Times Spread (DTS)
Dor, Arik Ben, Dynkin, Lev, Hyman, Jay, Phelps, Bruce D.Volume:
10.1002/97
Year:
2012
Language:
english
DOI:
10.1002/9781119202851.ch1
File:
PDF, 823 KB
english, 2012