Credit risk modeling using Excel and VBA with DVD / by Gunter Loeffler, Peter N. Posch.

By:

Löffler, Gunter (Gunter Johannes)

Contributor(s):

Posch, Peter N

Material type: Text

TextPublication details: Chichester : Wiley, 2010.Edition: 2nd edDescription: xiv, 342 p. : ill. ; 25 cm. + 1 DVD-ROM (3 1/4 in.)ISBN:

9780470660928 (hbk.)
0470660929 (hbk.)

Subject(s):

DDC classification:

332.70285554 22

LOC classification:

HG3751 .L64 2011

Summary: 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.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

This record has many physical items (69). View all the physical items.

Browsing CBN ASABA BRANCH LIBRARY shelves, Shelving location: General Stacks, Collection: Non-fiction Close shelf browser (Hides shelf browser)

Previous								Next
Previous	332.67252 LOH Sovereign wealth funds :	332.67252 SOV Sovereign funds :	332.678 SHI A complete guide to investing /	332.70285554 LOF Credit risk modeling using Excel and VBA with DVD /	332.742 CRE Credit guarantee institutions and SME finance /	333.75'137'0981 MAR Causes of deforestation of the Brazilian Amazon /	333.33 HAV Financial feasibility studies for property development :	Next

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.

nif 23/04/13;nmn 15/05/13; oif 08/09/14

Loans

There are no comments on this title.

to post a comment.