LEADER 03464oam 2200661zu 450 001 9910876800103321 005 20220610093022.0 010 $a1-119-20221-3 035 $a(CKB)2670000000162106 035 $a(SSID)ssj0000630999 035 $a(PQKBManifestationID)12284693 035 $a(PQKBTitleCode)TC0000630999 035 $a(PQKBWorkID)10591105 035 $a(PQKB)11657960 035 $a(CaSebORM)9780470660928 035 $a(OCoLC)788560501 035 $a(OCoLC)ocn788560501 035 $a(EXLCZ)992670000000162106 100 $a20160829d2011 uy 101 0 $aeng 135 $aurunu||||| 181 $ctxt 182 $cc 183 $acr 200 10$aCredit risk modeling using Excel and VBA with DVD 205 $a2nd ed. 210 31$a[Place of publication not identified]$cWiley$d2011 215 $a1 online resource (xiv, 342 p.) $cill 225 1 $aWiley finance series 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a0-470-66092-9 320 $aIncludes bibliographical references and index. 330 $aThis book provides practitioners and students with a hands-on introduction to 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, and transition matrices), correlation and portfolio analysis, validation, as well as credit default swaps and structured finance. Several appendices and videos increase ease of access. The second edition includes new coverage of the important issue of how parameter uncertainty can be dealt with in the estimation of portfolio risk, as well as comprehensive new sections on the pricing of CDSs and CDOs, and a chapter on predicting borrower-specific loss given default with regression models. In all, the authors present a host of applications - many of which go beyond standard Excel or VBA usages, for example, how to estimate logit models with maximum likelihood, or how to quickly conduct large-scale Monte Carlo simulations. Clearly written with a multitude of practical examples, the new edition of Credit Risk Modeling using Excel and VBA will prove an indispensible resource for anyone working in, studying or researching this important field. "The ebook version does not provide access to the companion files". 606 $aCredit$xManagement 606 $aCredit$xManagement$xMathematical models 606 $aRisk management$xMathematical models 606 $aRisk management$xComputer programs 606 $aElectronic spreadsheets 606 $aFinance$2HILCC 606 $aBusiness & Economics$2HILCC 606 $aCredit, Debt & Loans$2HILCC 615 0$aCredit$xManagement 615 0$aCredit$xManagement$xMathematical models 615 0$aRisk management$xMathematical models 615 0$aRisk management$xComputer programs 615 0$aElectronic spreadsheets 615 7$aFinance 615 7$aBusiness & Economics 615 7$aCredit, Debt & Loans 676 $a332.70285554 700 $aLöffler$b Gunter$0505738 702 $aLèoffler$b Gunter 702 $aPosch$b Peter N 801 0$bPQKB 906 $aBOOK 912 $a9910876800103321 996 $aCredit risk modeling using Excel and VBA with DVD$94195037 997 $aUNINA