Credit Risk Modeling using Excel and VBA
Aus der Reihe
Wiley Finance Series
Fr. 60.00
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
30.04.2007
Verlag
John Wiley & SonsSeitenzahl
280 (Printausgabe)
Dateigröße
17876 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9780470510742
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.
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.
Noch keine Bewertungen vorhanden
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.