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

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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.

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Gunther Loeffler
Peter N. Posch
Credit & credit institutions
Finance
Finance & accounting
Economics, finance, business and industry
John Wiley And Sons Ltd

More information from Wikipedia:

Gunther Loeffler
Peter N. Posch
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