Credit risk modeling using Excel and VBA with DVD /
Löffler, Gunter
Credit risk modeling using Excel and VBA with DVD / by Gunter Loeffler, Peter N. Posch. - 2nd ed. - Chichester : Wiley, 2010. - xiv, 342 p. : ill. ; 25 cm. + 1 DVD-ROM (3 1/4 in.).
Includes index
The book provides a hands-on introduction to modern credit risk modeling. This edition covers how parameter uncertainty can be dealt with in estimation of portfolio risk as well as comprehensive new sections on the pricing of CDSs and CDOs, and a chapter on predicting borrower-specific loss given default with regression models.
9780470660928 (hbk.) 0470660929 (hbk.)
2011286091
GBB095254 bnb
015623555 Uk
Microsoft Excel (Computer file)
Microsoft Visual Basic for applications.
Credit--Management.
Credit--Management--Mathematical models.
Risk management.
Risk management--Mathematical models.
Electronic spreadsheets--Computer programs.
HG3751 / .L64 2011
332.70285554
Credit risk modeling using Excel and VBA with DVD / by Gunter Loeffler, Peter N. Posch. - 2nd ed. - Chichester : Wiley, 2010. - xiv, 342 p. : ill. ; 25 cm. + 1 DVD-ROM (3 1/4 in.).
Includes index
The book provides a hands-on introduction to modern credit risk modeling. This edition covers how parameter uncertainty can be dealt with in estimation of portfolio risk as well as comprehensive new sections on the pricing of CDSs and CDOs, and a chapter on predicting borrower-specific loss given default with regression models.
9780470660928 (hbk.) 0470660929 (hbk.)
2011286091
GBB095254 bnb
015623555 Uk
Microsoft Excel (Computer file)
Microsoft Visual Basic for applications.
Credit--Management.
Credit--Management--Mathematical models.
Risk management.
Risk management--Mathematical models.
Electronic spreadsheets--Computer programs.
HG3751 / .L64 2011
332.70285554