Credit Risk Modeling using Excel and VBA / Wiley Finance Series (PDF)
(Sprache: Englisch)
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...
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...
sofort als Download lieferbar
eBook (pdf)
56.99 €
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Credit Risk Modeling using Excel and VBA / Wiley Finance Series (PDF)“
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.
Autoren-Porträt von Gunter Löeffler, Peter N. Posch
GUNTER LÖFFLER is professor of finance at theUniversity of Ulm in Germany. His current research interests are on
credit risk and empirical finance. Previously, Gunter was assistant
professor at Goethe University Frankfurt, and served as an internal
consultant in the asset management division of Commerzbank. His
Ph.D. in finance is from the University of Mannheim. Gunter has
studied at Heidelberg and Cambridge Universities.
PETER N. POSCH is PhD student in finance at the chair of
Gunter Löffler. His current research focus is on credit risk
and financial econometrics. Peter studied philosophy and economics
and holds a Diplom, M.Sc. equivalent, in economics from the
University of Bonn.
Bibliographische Angaben
- Autoren: Gunter Löeffler , Peter N. Posch
- 2007, 1. Auflage, 280 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 0470510749
- ISBN-13: 9780470510742
- Erscheinungsdatum: 30.04.2007
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Größe: 17 MB
- Mit Kopierschutz
Sprache:
Englisch
Kopierschutz
Dieses eBook können Sie uneingeschränkt auf allen Geräten der tolino Familie lesen. Zum Lesen auf sonstigen eReadern und am PC benötigen Sie eine Adobe ID.
Kommentar zu "Credit Risk Modeling using Excel and VBA / Wiley Finance Series"
0 Gebrauchte Artikel zu „Credit Risk Modeling using Excel and VBA / Wiley Finance Series“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Credit Risk Modeling using Excel and VBA / Wiley Finance Series".
Kommentar verfassen