TY  - BOOK
AU  - Löffler,Gunter
AU  - Posch,Peter N.
TI  - Credit risk modeling using Excel and VBA with DVD
SN  - 9780470660928 (hbk.)
AV  - HG3751 .L64 2011
U1  - 332.70285554 22
PY  - 2010///
CY  - Chichester
PB  - Wiley
KW  - Microsoft Excel (Computer file)
KW  - Microsoft Visual Basic for applications
KW  - Credit
KW  - Management
KW  - Mathematical models
KW  - Risk management
KW  - Electronic spreadsheets
KW  - Computer programs
N1  - Includes index
N2  - 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
ER  -