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The cover of “Credit risk modeling using Excel and VBA” - Open Library.

"Credit risk modeling using Excel and VBA" was published by Wiley in 2007 - Hoboken, NJ, it has 261 pages and the language of the book is English.


“Credit risk modeling using Excel and VBA” Metadata:

  • Title: ➤  Credit risk modeling using Excel and VBA
  • Author:
  • Language: English
  • Number of Pages: 261
  • Publisher: Wiley
  • Publish Date:
  • Publish Location: Hoboken, NJ

“Credit risk modeling using Excel and VBA” Subjects and Themes:

Edition Specifications:

  • Pagination: p. cm.

Edition Identifiers:

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"Credit risk modeling using Excel and VBA" Table Of Contents:

  • 1- Estimating credit scores with logit
  • 2- The structural approach to default prediction and valuation
  • 3- Transition matrices
  • 4- Prediction of default and transition rates
  • 5- Modeling and estimating default correlations with the asset value approach
  • 6- Measuring credit portfolio risk with the asset value approach
  • 7- Validation of rating systems
  • 8- Validation of credit portfolio models
  • 9- Risk-neutral default probabilities and credit default swaps
  • 10- Risk analysis of structured credit : CDOs and first-to-default swaps
  • 11- Basel II and internal ratings.

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  • Title: ➤  Credit risk modeling using Excel and VBA - Ebook