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October 4, 2009I’m looking for a book on an indermediate to advanced level to learn about corporate credit and the bond markets. More specifically, how to analyse companies from a credit perspective by looking at the appropiate ratios, understanding how the bond market works, and generally, how to manage a corporate bond portfolio.
One is "Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk" by Didier Cossin and Hugues Pirotte. It’s a few years old now, but still relevant. Another is "Credit Risk Modeling: Theory and Applications" by David Lando.
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Horaayy..there are 2 comment(s) for me so far ;)
One is "Advanced Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price, and Manage Credit Risk" by Didier Cossin and Hugues Pirotte. It’s a few years old now, but still relevant. Another is "Credit Risk Modeling: Theory and Applications" by David Lando.
References :
I recall seeing something on Suze Ormans web site that talk about this but not 100% its worth a look suzeorman.com
References :
http://www.suzeorman.com