Téléchargez le livre : Credit Risk Modeling using Excel and VBA

Credit Risk Modeling using Excel and VBA



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Éditeur :

Wiley


Collection :

The Wiley Finance Series

Paru le : 2007-04-30



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Description
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.
Pages
280 pages
Collection
The Wiley Finance Series
Parution
2007-04-30
Marque
Wiley
EAN papier
9780470031575
EAN PDF
9780470510742
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
280
Taille du fichier
17879 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
79,13 €

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