عنوان
پدید آورنده
موضوع
رده
HG3751 .L64 2007
HG3751
.
L64
2007
کتابخانه
محل استقرار
9780470031
0470031573
IR
EB20927
انگلیسی
IR
Credit risk modeling using Excel and VBA
[Electronic Resource]
/ Gunter Loffler, Peter N. Posch
Chichester, England ; Hoboken, NJ
: Wiley,
, c2007.
xii, 261 p. ill. 25 cm. +1 videodisc.
(Wiley finance series)
e
ng
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.
Credit- Management
Risk management
Microsoft Excel (Computer file)
Microsoft Visual Basic for applications
332
.
70285
.
554
HG3751
.
L64
2007
Loffler, Gunter(Gunter Johannes)
Posch, Peter N
ایران
0470031573.pdf
محرمانه
محرمانه
0470031573.pdf
0
متن
old catalog
e
BL
1
a
Y
