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Title: Credit risk modeling using Excel and VBA / Gunter Lèoffler, Peter N. Posch.
Wiley finance series
Microsoft Excel (Computer file)
Microsoft Visual Basic for applications.
Microsoft Excel.
Microsoft Visual Basic for applications.
Main Entry: Lèoffler, Gunter (Gunter Johannes)
Posch, Peter N.
Publisher: Wiley,
Publication Date: c2007.
Publication Place: Chichester, England ; Hoboken, NJ :
ISBN: 9780470031575 (cloth : alk. paper)
0470031573 (cloth : alk. paper)
Subject: Credit -- Management.
Risk management.
Crâedit -- Gestion.
Gestion du risque.
Microsoft Excel (Computer file)
Microsoft Visual Basic for applications.
Microsoft Excel.
Microsoft Visual Basic for applications.
Series: Wiley finance series
Contents: 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.

Cover Image:

http://images.amazon.com/images/P/0470031573 (cloth : alk. paper).jpg

http://images.amazon.com/images/P/9780470031575 (cloth : alk. paper).jpg

Agency:	Collection:	Call No.:	Item Type:	Status:	Copy:	Barcode:	Media Type:
Hashemite Digital library	Digital		No Circulation	Available		HU404539	Digital Versatile Disc
Hashemite Main Library	General	332.70285 L578	Normal Circulation	Available	1	HU274821	Book