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OverviewFull Product DetailsAuthor: Eric FalkensteinPublisher: John Wiley and Sons Ltd Imprint: John Wiley & Sons Ltd Dimensions: Width: 16.10cm , Height: 2.60cm , Length: 23.40cm Weight: 0.496kg ISBN: 9780470445907ISBN 10: 0470445904 Pages: 298 Publication Date: 10 July 2009 Audience: Professional and scholarly , Professional & Vocational Format: Hardback Publisher's Status: Out of Print Availability: In Print ![]() Limited stock is available. It will be ordered for you and shipped pending supplier's limited stock. Table of ContentsReviewsAuthor InformationEric Falkenstein, PhD , developed the RiskCalcTM, the world's leading scoring tool for evaluating private firm default risk, while at Moody's Risk Management Services. The celebrated tool is used by banks worldwide, as well as by regulators and Moody's own CDO group. He was head of capital allocations and quantitative modeling at KeyCorp prior to joining Moody's and later was with Deephaven Capital Management where he developed and managed a long/short equity strategy. Between 1996 and 2002, Falkenstein formed his own investment company, the Falken Fund, which had returns of 16.0% versus 3.8% for the S&P500. His hedge fund activities are ongoing and, by law, proprietary. He is a consultant and a member of CapRock Advisors LLC, a hedge fund advisor. Tab Content 6Author Website:Countries AvailableAll regions |