Hiển thị biểu ghi dạng vắn tắt
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 |