01326nam a2200205Ia 4500 CTU_154765 210402s9999 xx 000 0 und d 1672000 332.7 H236 The handbook of credit portfolio management Greg N. Gregoriou, Christian Hoppe, editors. New York McGraw-Hill 2009 The Handbook of Credit Portfolio Management delivers a comprehensive and global perspective on the latest strategies for credit portfolio rebalancing and management, particularly in relation to pricing, hedging, and measuring and managing risk. Renowned author and editor Greg Gregoriou, with a team of international contributors, provides proven techniques for challenges including risk weighted asset calculation, the reevaluation of hedging strategies, and implementation of the mandatory Basel II. They explain in great detail such key topics as the evaluation of structured credit derivatives, the investment opportunities of hedge funds, basis arbitrage trading strategies, and the securitization of subprime mortgage loans from a legal perspective. Credit,Risk management,Portfolio management Management Nam Trung tâm Học liệu Trường Đại học Cần Thơ