Tags
Language
Tags
March 2024
Su Mo Tu We Th Fr Sa
25 26 27 28 29 1 2
3 4 5 6 7 8 9
10 11 12 13 14 15 16
17 18 19 20 21 22 23
24 25 26 27 28 29 30
31 1 2 3 4 5 6

Credit Risk Modeling using Excel and VBA (The Wiley Finance Series)

Posted By: robin-bobin
Credit Risk Modeling using Excel and VBA (The Wiley Finance Series)

Credit Risk Modeling using Excel and VBA (The Wiley Finance Series) by Gunter Loeffler, Peter N. Posch
Publisher: Wiley; Har/DVD edition (June 4, 2007) | 280 pages | ISBN: 0470031573 | PDF | 15.4 MB

In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques, in this case credit.

Credit Risk Modeling using Excel and VBA with DVD provides practitioners with a hands on introduction to credit risk modeling. Instead of just presenting analytical methods it shows how to implement them using Excel and VBA, in addition to a detailed description in the text a DVD guides readers step by step through the implementation. The authors begin by showing how to use option theoretic and statistical models to estimate a borrowers default risk. The second half of the book is devoted to credit portfolio risk. The authors guide readers through the implementation of a credit risk model, show how portfolio models can be validated or used to access structured credit products like CDO’s. The final chapters address modeling issues associated with the new Basel Accord.

From the Inside Flap
Credit risk modelling using Excel and VBA


Credit Risk Modeling using Excel and VBA (The Wiley Finance Series)


DoWnLoAd FiLe

mirror

mirror

mirror



>>:: NO PASSWORD ::<<


>>::..::!!!NO MIRRORS!!!::..::<<