Quantitative analytics in debt valuation & management
Subtitle: a breakthrough methodology for analyzing the high-yield and distressed debt market
By: by Mark Guthner
Publisher: McGraw-Hill
Published: 2012
Place of publication: New York
Language: eng
ISBN-13: 9780071790611
Subjects: Credit analysis; Loans
Notes: Includes bibliographical references.
Table of contents: title: Traditional techniques in credit analysis; title: Loan valuation framework; title: Model application & capital framework; title: Pricing individual loans; title: Market implied probability of default; title: Integrating equity prices into debt valuation; title: Hedging debt with equity; title: Real-time simulation, a case study; title: Managing levered debt portfolios; title: Conclusion & final thoughts.