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Credit risk modeling using Excel and...

Loeffler, Gunter.

Credit risk modeling using Excel and VBA /

紀錄類型:	書目-語言資料,印刷品 : 單行本
正題名/作者:	Credit risk modeling using Excel and VBA // Gunter Loffler, Peter N. Posch.
作者:	Loeffler, Gunter.
其他作者:	Posch, Peter N.
出版者:	Chichester, England ;Wiley, : c2007.,
面頁冊數:	xii, 261 p. :ill. ; : 25 cm. +; 1 DVD. +
叢書名:	Wiley finance series
標題:	Credit - Management. -
電子資源:	http://www.loc.gov/catdir/toc/ecip079/2007002347.html
ISBN:	0470031573 (bound) :

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. - 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: 0470031573 (bound) :NT$2734

LCCN: 2007002347Subjects--Uniform Titles:

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

493079
Credit
--Management.

LC Class. No.: HG3751 / .L64 2007

Dewey Class. No.: 332.70285/554

Credit risk modeling using Excel and VBA /
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100 1 $a Loeffler, Gunter. $3 513850
245 1 0 $a Credit risk modeling using Excel and VBA / $c Gunter Loffler, Peter N. Posch.
260 $a Chichester, England ; $a Hoboken, NJ : $b Wiley, $c c2007.
300 $a xii, 261 p. : $b ill. ; $c 25 cm. + $e 1 DVD.
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 0 0 $a Microsoft Excel (Computer file) $3 482176
630 0 0 $a Microsoft Visual Basic for applications. $3 509657
650 0 $a Credit $x Management. $3 493079
650 0 $a Risk management. $3 483539
700 1 $a Posch, Peter N. $3 513851
856 4 1 $u http://www.loc.gov/catdir/toc/ecip079/2007002347.html
856 4 2 $u http://www.loc.gov/catdir/enhancements/fy0741/2007002347-b.html
856 4 2 $u http://www.loc.gov/catdir/enhancements/fy0741/2007002347-d.html