Credit risk modeling using Excel and VBA with DVD

dc.contributor.author	Löffler, Gunter
dc.contributor.author	Posch, Peter N.
dc.date.issued	2011
dc.identifier.isbn	978-0-470-66092-8
dc.identifier.uri	https://thuvienso.hoasen.edu.vn/handle/123456789/9213
dc.description	xv, 342 p. : ill.
dc.description.abstract	This book provides practitioners and students with an intuitive, hands-on introduction to modern credit risk modelling. Every chapter starts with an explanation of the methodology and then the authors take the reader step by step through the implementation of the methods in Excel and VBA. They focus specifically on risk management issues and cover default probability estimation (scoring, structural models, and transition matrices), correlation and portfolio analysis, validation, as well as credit default swaps and structured finance.
dc.language.iso	en
dc.publisher	John Wiley & Sons, Ltd
dc.subject	Credit
dc.subject.other	Risk management
dc.subject.other	Mathematical models
dc.subject.other	Electronic spreadsheets
dc.subject.other	Computer programs
dc.title	Credit risk modeling using Excel and VBA with DVD
dc.type	Book
dc.description.version	2nd edition