I must agree with the other reviewers of Sengupta's very weak effort. This book is overly simplistic and of very little use to any true financial professional. For an excellent overview of financial modeling in general, look at Ragsdale 5e or The Art of Modeling with Spreadsheets by Powell of the
Credit Risk Modeling using Excel and VBA (The Wiley Finance Series)
β Scribed by Gunter Loeffler, Peter N. Posch
- Publisher
- Wiley
- Year
- 2007
- Tongue
- English
- Leaves
- 278
- Series
- The Wiley Finance Series
- Edition
- Har/DVD
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
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.
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
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