β Scribed by Gunter Loeffler, Peter N. Posch
No coin nor oath required. For personal study only.
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.Β 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 CDOβs.Β The final chapters address modeling issues associated with the new Basel Accord.
contents......Page 10
Maximum Likelihood Estimation......Page 256
chp2 structure approach to default prediction and valuation......Page 44
π SIMILAR VOLUMES
Though i am not an Excel expert, this book is quite helpful in constructing models. Thanks to Wiley Finance and Amazon.
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 techn
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 techn
This book provides practitioners and students with a hands-on introduction to<br />modern credit risk modeling. The authors begin each chapter with an accessible<br />presentation of a given methodology, before providing a step-by-step guide to<br />implementation methods in Excel and Visual Basic f
This book is an introduction to modern credit risk methodology as well a cookbook for putting credit risk models to work. We hope that the two purposes go together well. From our own experience, analytical methods are best understood by implementing them.<div class="bb-sep"></div>Credit risk literat
I bought this book a month ago. Two authors explained everything in much easier manner using excel spreadsheet. However, they should have added additional materials on topics related to CDOs and CDS.