Loeffler Gunther, Posch Peter N.:
Credit Risk Modeling Using Excel And Vba
John Wiley And Sons Ltd (United Kingdom), 2007
Mixed media product, 280 pages
Size: 252x174 mm
ISBN: 9780470031575
ISBN-10: 0470031573
List price: £60.00
You save: 30%
Credit Risk Modeling Using Excel And Vba
Provides practitioners with introduction to credit risk modeling. Instead of just presenting analytical methods, this book shows how to implement them using Excel and VBA. It also explains how to use option theoretic and statistical models to estimate a borrowers default risk. It comes with a DVD which guides readers through the implementation.

