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Credit risk modeling using Excel and...

Loeffler, Gunter.

Credit risk modeling using Excel and VBA /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Credit risk modeling using Excel and VBA /Gunter Loffler, Peter N. Posch.
Author:	Loeffler, Gunter.
other author:	Posch, Peter N.
Published:	Chichester, England ;Wiley,c2007.
Description:	xii, 261 p. :ill. ;25 cm. +1 DVD-ROM (4 3/4 in.)
Series:	Wiley finance series
Subject:	CreditManagement.
ISBN:	9780470031575 (cloth : alk. paper)

Credit risk modeling using Excel and VBA /
Loeffler, Gunter.

Credit risk modeling using Excel and VBA /Gunter Loffler, Peter N. Posch. - Chichester, England ;Wiley,c2007. - xii, 261 p. :ill. ;25 cm. +1 DVD-ROM (4 3/4 in.) - Wiley finance series.

Includes bibliographical references and index.

Estimating credit scores with Logit -- The structural approach to default prediction and valuation -- Transition matrices -- Prediction of default and transition rates -- Modeling and estimating default correlations with the asset value approach -- Measuring credit portfolio risk with the asset value approach -- Validation of rating systems -- Validation of credit portfolio models -- Risk-neutral default probabilities and credit default swaps -- Risk analysis of structured credit : CDOs and first-to-default swaps -- Basel II and internal ratings.

ISBN: 9780470031575 (cloth : alk. paper)

LCCN: 2007002347Subjects--Uniform Titles:

Microsoft Excel (Computer file)
Subjects--Topical Terms:

174340
Credit
--Management.

LC Class. No.: HG3751 / .L825 2007

Dewey Class. No.: 332.70285/554

Credit risk modeling using Excel and VBA /
LDR:01312nam 2200217 a 450 001 176976
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008 090528s2007 enka 001 0 eng
010 $a 2007002347
020 $a 9780470031575 (cloth : alk. paper)
020 $a 0470031573 (cloth : alk. paper) : $c NT$3528
035 $a 00283438
040 $a DLC $c DLC $d BAKER $d BTCTA $d BWKUK $d DLC $d YDXCP
041 0 $a eng
050 4 $a HG3751 $b .L825 2007
082 0 0 $2 22 $a 332.70285/554
100 $a Loeffler, Gunter. $3 257870
245 1 0 $a Credit risk modeling using Excel and VBA / $c Gunter Loffler, Peter N. Posch.
260 $a Chichester, England ; $a Hoboken, NJ : $c c2007. $b Wiley,
300 $a xii, 261 p. : $b ill. ; $c 25 cm. + $e 1 DVD-ROM (4 3/4 in.)
440 0 $a Wiley finance series
504 $a Includes bibliographical references and index.
505 0 $a Estimating credit scores with Logit -- The structural approach to default prediction and valuation -- Transition matrices -- Prediction of default and transition rates -- Modeling and estimating default correlations with the asset value approach -- Measuring credit portfolio risk with the asset value approach -- Validation of rating systems -- Validation of credit portfolio models -- Risk-neutral default probabilities and credit default swaps -- Risk analysis of structured credit : CDOs and first-to-default swaps -- Basel II and internal ratings.
630 $a Microsoft Excel (Computer file) $3 190780
630 $a Microsoft Visual Basic for applications. $3 219823
650 $a Credit $x Management. $3 174340
650 $a Risk management. $3 174339
700 $a Posch, Peter N. $3 257869