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Trading Portfolio - Credit Portfolio Management - C W Smithson (John Wiley & Sons) - 2003.pdf

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文档介绍

文档介绍:Credit Portfolio
Management
John Wiley & Sons
Founded in 1807, John Wiley & Sons is the oldest independent publishing
company in the United States. With offices in North America, Europe, Aus-
tralia, and Asia, Wiley is mitted to developing and marketing
print and electronic products and services for our customers’ professional
knowledge and understanding.
The Wiley Finance series contains books written specifically for finance
and investment professionals as well as sophisticated individual investors
and their financial advisors. Book topics range from portfolio management
to merce, risk management, financial engineering, valuation, and fi-
nancial instrument analysis, as well as much more.
For a list of available titles, please visit our web site at
.
Credit Portfolio
Management
CHARLES SMITHSON
John Wiley & Sons, Inc.
Copyright © 2003 by Charles Smithson. All rights reserved.
Published by John Wiley & Sons, Inc., Hoboken, New Jersey.
Published simultaneously in Canada.
CreditProTM is a registered trademark of The McGraw-panies, Inc. ZETA® is the
registered servicemark of Zeta Services, Inc., 615 Sherwood Parkway, Mountainside, NJ
07092. KMV® and Credit Monitor® are registered trademarks of KMV LLC. Expected
Default FrequencyTM and EDFTM are trademarks of KMV LLC. Portfolio ManagerTM is a
trademark of KMV LLC. RiskMetrics® is a registered service mark of . Morgan Chase &
Co. and is used by RiskMetrics Group, Inc., under license. CreditManager™ is a trademark
owned by or licensed to RiskMetrics Group, Inc. in the United States and other countries.
No part of this publication may be reproduced, stored in a retrieval system, or transmitted in
any form or by any means, electronic, mechanical, photocopying, recording, scanning, or
otherwise, except as permitted under Section 107 or 108 of the 1976 United States
Copyright Act, without either the prior written permission of the Publisher, or authorization
through payment of the appropriate