"Quantitative analytics in debt valuation & management" - Information and Links:

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a breakthrough methodology for analyzing the high-yield and distressed debt market

"Quantitative analytics in debt valuation & management" was published by McGraw-Hill in 2012 - New York and the language of the book is English.


“Quantitative analytics in debt valuation & management” Metadata:

  • Title: ➤  Quantitative analytics in debt valuation & management
  • Author:
  • Language: English
  • Publisher: McGraw-Hill
  • Publish Date:
  • Publish Location: New York

“Quantitative analytics in debt valuation & management” Subjects and Themes:

Edition Specifications:

  • Pagination: p. cm.

Edition Identifiers:

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"Quantitative analytics in debt valuation & management" Table Of Contents:

  • 1- Traditional techniques in credit analysis
  • 2- Loan valuation framework
  • 3- Model application & capital framework
  • 4- Pricing individual loans
  • 5- Market implied probability of default
  • 6- Integrating equity prices into debt valuation
  • 7- Hedging debt with equity
  • 8- Real-time simulation, a case study
  • 9- Managing levered debt portfolios
  • 10- Conclusion & final thoughts.

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