Hiển thị biểu ghi dạng vắn tắt

dc.contributor.authorLöffler, Gunter
dc.contributor.authorPosch, Peter N.
dc.date.issued2011
dc.identifier.isbn978-0-470-66092-8
dc.identifier.urihttps://thuvienso.hoasen.edu.vn/handle/123456789/9213
dc.descriptionxv, 342 p. : ill.
dc.description.abstractThis 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.isoen
dc.publisherJohn Wiley & Sons, Ltd
dc.subjectCredit
dc.subject.otherRisk management
dc.subject.otherMathematical models
dc.subject.otherElectronic spreadsheets
dc.subject.otherComputer programs
dc.titleCredit risk modeling using Excel and VBA with DVD
dc.typeBook
dc.description.version2nd edition


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Hiển thị biểu ghi dạng vắn tắt