Credit Risk Modeling using Excel and VBA
Credit Risk Modeling using Excel and VBA
Summary
It is common to blame the inadequacy of credit risk models for the fact that the financial crisis has caught many market participants by surprise. On closer inspection, though, it often appears that market participants failed to understand or to use the models correctly.
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Credit Risk Modeling using Excel and VBA by Gunter Leffler
It is common to blame the inadequacy of credit risk models for the fact that the financial crisis has caught many market participants by surprise. On closer inspection, though, it often appears that market participants failed to understand or to use the models correctly.About the authors
GUNTER LÖFFLER is Professor of Finance at the University of Ulm in Germany. His current research interests are on credit risk and empirical finance. Previously, Gunter was Assistant Professor at Goethe University Frankfurt, and served as an internal consultant in the asset management division of Commerzbank. His Ph.D. in finance is from the University of Mannheim. Gunter has studied at Heidelberg and Cambridge Universities.
PETER N. POSCH is Assistant Professor of Finance at the University of Ulm in Germany. Previously, Peter was co-head of credit treasury at a large bank, where he also traded credit derivatives and other fixed income products for the bank's proprietary books. His Ph.D. in finance on the dynamics of credit risk is from the University of Ulm. Peter has studied economics, philosophy and law at the University of Bonn.
| SKU | Unavailable |
| ISBN 13 | 9780470660928 |
| ISBN 10 | 0470660929 |
| Title | Credit Risk Modeling using Excel and VBA |
| Author | Gunter Löeffler |
| Series | The Wiley Finance Series |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | John Wiley & Sons Inc |
| Year published | 2010-12-17 |
| Number of pages | 368 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |