141911.pdf
大小:(18.54 MB)

只需: 50 个论坛币  马上下载

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

By Gunter Loeffler, Peter N. Posch,

Publisher: Wiley
Number Of Pages: 280
Publication Date: 2007-06-04
Sales Rank: 16469
ISBN / ASIN: 0470031573
EAN: 9780470031575
Binding: Hardcover
Manufacturer: Wiley
Studio: Wiley
Average Rating: 4.5

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.