Credit Risk Modeling using Excel and VBA 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024


Credit Risk Modeling using Excel and VBA

简体网页||繁体网页
Gunter Löeffler 作者
Wiley
译者
2007-6-5 出版日期
280 页数
USD 120.00 价格
Hardcover
丛书系列
9780470031575 图书编码

Credit Risk Modeling using Excel and VBA 在线电子书 图书标签: Finance  风险管理  risk  modeling  credit  VBA  Derivatives  CreditRisk   


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发表于2024-07-02


Credit Risk Modeling using Excel and VBA 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Credit Risk Modeling using Excel and VBA 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Credit Risk Modeling using Excel and VBA 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024



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Credit Risk Modeling using Excel and VBA 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

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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.

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