Quantitative Analytics in Debt Valuation & Management

<p><b>A breakthrough methodology for profiting in the high-yield and distressed debt market</b></p><p>Global advances in technology give investors and asset managers more information at their fingertips than ever before. With <i>Quantitative Analytics in Debt Valuation and Management</i> you can join the elite club of quantitative investors who know how to use that information to beat the market and their competitors.</p><p>This powerful guide shows you how to sharpen your analytical process by considering valuable information hidden in the prices of related assets. <i>Quantitative Analytics in Debt Valuation and Management</i> reveals a progressive framework incorporating debt valuation based on the interrelationships among the equity bond and options markets. Using this cutting-edge method in conjunction with traditional debt and equity analysis you will reduce portfolio risk find assets with the highest returns and generate dramatically greater profits from your transactions.</p><p>This book's fat-free presentation and easy-to-navigate format jump-starts busy professionals on their way to mastering proven techniques to:</p><ul> <li>Determine the equity risk inherent in corporate debt to establish the causal relationship between a company's debt equity and asset values</li><li>Price and analyze corporate debt in real time by going beyond traditional methods for computing capital requirements and anticipated losses</li><li>Look with an insider's eye at risk management challenges facing banks hedge funds and other institutions operating with financial leverage</li><li>Avoid the mistakes of other investors who contribute to the systemic risk in the financial system</li></ul><p>Additionally you will be well prepared for the real world with the book's focus on practical application and clear case studies. Step-by-step you will see how to improve bond pricing and hedge debt with equity and how selected investment management strategies perform when the model is used to drive decision making.</p>