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Credit Risk Modeling using Excel and VBA (The Wiley Finance Series)

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Published by Wiley .
Written in English

Subjects:

  • Computer modelling & simulation,
  • Credit & credit institutions,
  • Business & Economics,
  • Business / Economics / Finance,
  • Business/Economics,
  • Finance,
  • Business & Economics / Finance,
  • Credit,
  • Management,
  • Risk management

Book details:

The Physical Object
FormatHardcover
Number of Pages280
ID Numbers
Open LibraryOL9421076M
ISBN 100470031573
ISBN 109780470031575

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  This book provides practitioners and students with an intuitive, hands-on introduction to modern credit risk modelling. Every chapter starts with an explanation of the methodology and then the authors take the reader step by step through the implementation of the methods in Excel and VBA.   Credit Risk Modeling Using Excel and VBA. Author(s): Gunter Löffler; Peter N. Posch; , the book will focus on modeling aspects which were of particular relevance in the financial crisis (e.g. estimation error) and demonstrate the usefulness of credit risk modelling through case studies. His current research interests are on credit risk. 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. Credit Risk Modeling Using Excel and VBA por Gunther Loeffler, , disponible en Book Depository con envío gratis. Utilizamos cookies para ofrecerte la mejor experiencia posible. Al utilizar nuestro sitio web, aceptas nuestro uso de cookies. Inicio 45%(6).

modern credit risk modeling. The authors begin each chapter with an accessible presentation of a given methodology, before providing a step-by-step guide to implementation methods in Excel and Visual Basic for Applications (VBA). The book covers default probability estimation (scoring, structural models. Credit Risk Modeling using Excel and VBA Gunter Loeffler, Peter N. Posch In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how.   It is common to blame the inadequacy of credit risk models for the fact that the financial crisis has caught many market participants by surprise. On closer inspection, though, it often appears that market participants failed to understand or to use the models correctly. The recent events therefore do not invalidate traditional credit risk modeling as described in the first edition of the book ISBN: Part Three: VBA for Financial Modeling CHAPTER 14 Introduction to VBA Example of a VBA Model Recording Macros Using VBA’s Help The Strategy to Learn VBA Efficiently CHAPTER 15 VBA Essentials The Visual Basic Editor Some Basics Variables, Constants, and Arrays Objects, Properties, and Methods viii CONTENTS.

  Credit Risk Modeling Using Excel and VBA Hardcover – January 1, out of 5 stars 13 ratings. See all 2 formats and editions Hide other formats and editions. Price New from Used from Hardcover "Please retry" $ $ $ Hardcover, January 1, $ /5(13). Corpus ID: Credit Risk Modeling using Excel and VBA @inproceedings{LfflerCreditRM, title={Credit Risk Modeling using Excel and VBA}, author={G. L{\"o}ffler and Peter N. Posch}, year={} }. Advance Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price and Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (second edition) Using Excel and VBA functions in user-defined functions   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 s: 6.