Library:
Madrid
London
Paris Champerret
Paris Montparnasse
Turin
Berlin
- Item type
- Ebook
- Language
- English
- Publication year
- 2011
- Edition no.
- 2nd ed.
- ISBN
- 978-1-119-20221-9
- Note
- Appendices, boxes, notes, tables
- Subjects
- CREDIT RISK - MODELIZATION - SOFTWARE
This book provides an introduction to credit risk modeling. Instead of just presenting analytical methods it shows how to implement them using Excel and VBA. The authors guide through the implementation of a credit risk model, show how portfolio models can be validated or used to access structured credit products like CDOs. The final chapters address modeling issues associated with the new Basel Accord.
