عنوان
پدید آورنده
موضوع
رده
HG3751 .L6C7 2007
HG3751
.
L6C7
2007
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9780470031575
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
395
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Credit risk modeling using Excel and VBA
General Material Designation
[Book]
First Statement of Responsibility
/ Gunter Loffler, Peter N. Posch
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Chichester, England ; Hoboken, NJ
Name of Publisher, Distributor, etc.
: Wiley,
Date of Publication, Distribution, etc.
, c2007.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xii, 261 p. ill. 25 cm. +1 DVD
SERIES
Series Title
(Wiley finance series)
GENERAL NOTES
Text of Note
Language: انگلیسی
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
ng
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
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.
TOPICAL NAME USED AS SUBJECT
Credit- Management
Risk management
Microsoft Excel (Computer file)
Microsoft Visual Basic for applications
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG3751
Book number
.
L6C7
2007
PERSONAL NAME - PRIMARY RESPONSIBILITY
Loffler, Gunter(Gunter Johannes)
PERSONAL NAME - SECONDARY RESPONSIBILITY
Posch, Peter N
ORIGINATING SOURCE
Country
ایران
old catalog
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BL
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