Credit Risk Modeling Using Excel and VBA Hardcover - 2011 - 2nd Edition
by Löeffler, Gunter; Posch, Peter N.
From the rear cover
Credit risk modeling using Excel and VBA
Second EditionFurther praise for the first edition
"I read this book cover-to-cover and recommend it heartily. For each topic, there is straightforward explanation, practicalexamples, and implementable coding. This book would have saved me months of effort many times over with its full 'toolset' of Excel/VBA code. I have immediate plans to reread sections and incorporate sections of code into my own spreadsheets." Greg M. Gupton, Founder and Director, DefaultRisk.com
Praise for the second edition
"This is a very useful book. It provides incisive basic background knowledge on modelling for key credit risk topics, including a new chapter on loss given default prediction, and the coding examples help to deepen the readers' understanding and can be used as the basis for more advanced approaches, possibly with more powerful tools." Dirk Tasche, Senior Risk Advisor, Lloyds Banking Group
From the jacket flap
Credit risk modeling using Excel and VBA
Second EditionFurther praise for the first edition
"I read this book cover-to-cover and recommend it heartily. For each topic, there is straightforward explanation, practicalexamples, and implementable coding. This book would have saved me months of effort many times over with its full 'toolset' of Excel/VBA code. I have immediate plans to reread sections and incorporate sections of code into my own spreadsheets." Greg M. Gupton, Founder and Director, DefaultRisk.com
Praise for the second edition
"This is a very useful book. It provides incisive basic background knowledge on modelling for key credit risk topics, including a new chapter on loss given default prediction, and the coding examples help to deepen the readers' understanding and can be used as the basis for more advanced approaches, possibly with more powerful tools." Dirk Tasche, Senior Risk Advisor, Lloyds Banking Group
Details
- Title Credit Risk Modeling Using Excel and VBA
- Author Löeffler, Gunter; Posch, Peter N.
- Binding Hardcover
- Edition number 2nd
- Edition 2
- Pages 358
- Language ENG
- Publisher Wiley
- Date 2011-01
- ISBN 9780470660928
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