Facebook Twitter Pinterest
Gebraucht kaufen
EUR 43,53
+ EUR 3,00 Versandkosten
Gebraucht: Sehr gut | Details
Verkauft von worldofbooksde
Zustand: Gebraucht: Sehr gut
Kommentar: The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
Möchten Sie verkaufen?
Zur Rückseite klappen Zur Vorderseite klappen
Hörprobe Wird gespielt... Angehalten   Sie hören eine Hörprobe des Audible Hörbuch-Downloads.
Mehr erfahren
Dieses Bild anzeigen

Credit Risk Modeling using Excel and VBA: with DVD (Wiley Finance) (Englisch) Gebundene Ausgabe – 4. April 2007

Alle Formate und Ausgaben anzeigen Andere Formate und Ausgaben ausblenden
Neu ab Gebraucht ab
Gebundene Ausgabe
"Bitte wiederholen"
EUR 89,31 EUR 43,53
4 neu ab EUR 89,31 9 gebraucht ab EUR 43,53

Dieses Buch gibt es in einer neuen Auflage:

click to open popover

Es wird kein Kindle Gerät benötigt. Laden Sie eine der kostenlosen Kindle Apps herunter und beginnen Sie, Kindle-Bücher auf Ihrem Smartphone, Tablet und Computer zu lesen.

  • Apple
  • Android
  • Windows Phone

Geben Sie Ihre Mobiltelefonnummer ein, um die kostenfreie App zu beziehen.

Jeder kann Kindle Bücher lesen — selbst ohne ein Kindle-Gerät — mit der KOSTENFREIEN Kindle App für Smartphones, Tablets und Computer.




In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques, in this case credit. "Credit Risk Modeling using Excel and VBA with DVD" provides practitioners with a hands on introduction to credit risk modeling. Instead of just presenting analytical methods, it shows how to implement them using Excel and VBA, in addition to a detailed description in the text a DVD guides readers step by step through the implementation. The authors begin by showing how to use option theoretic and statistical models to estimate a borrowers default risk. The second half of the book is devoted to credit portfolio risk. The authors guide readers through the implementation of a credit risk model, show how portfolio models can be validated or used to access structured credit products like CDO's. The final chapters address modeling issues associated with the new Basel Accord.


Credit risk modelling using Excel and VBA

Alle Produktbeschreibungen


Es gibt noch keine Kundenrezensionen auf Amazon.de
5 Sterne
4 Sterne
3 Sterne
2 Sterne
1 Stern

Die hilfreichsten Kundenrezensionen auf Amazon.com (beta)

Amazon.com: 4.3 von 5 Sternen 13 Rezensionen
27 von 27 Kunden fanden die folgende Rezension hilfreich
4.0 von 5 Sternen very good guide to credit risk modeling 10. August 2007
Von stat - Veröffentlicht auf Amazon.com
Format: Gebundene Ausgabe
Finally a book came out that concerns the "normal" credit risk modeling as opposed to just credit risk pricing of derivatives and structured products. This book is excellent. I give it 4 stars because of the choice of the software, i.e. Excel. Almost everyone who is doing this kind of analysis is not doing it in Excel (from experience) but rather S-PLUS, R or SAS. But ok, not that big of a problem.
I would say that this is a good guide to credit risk modeling, but the reader should fill quite a lot for him/herself, but this will come from practice. Overall, the authors present the problems and solutions in a intuitive way and quite narrative, which makes it an easy read. They also explain the Excel and VBA code rather than just presenting it, which enables the reader to reproduce it easier.
Overall, I would recommend this book to anyone in credit risk management and especially to universities and students as often they come unprepared to the real world of credit risk modeling.
9 von 9 Kunden fanden die folgende Rezension hilfreich
5.0 von 5 Sternen good for professional risk managers too 29. Februar 2008
Von Salman Qutb - Veröffentlicht auf Amazon.com
Format: Gebundene Ausgabe
An extensive primer that gives a thorough understanding of Conditional Volatility models. Also great in letting the reader understand influence of asymmetry and correlations concepts on risk modelling. It is useful even if Excel or VBA is not your choice modelling application (whcih in most cases is not). More content in future editions on controlling the volatility of different forcast techniques would be a beneficial addition.
7 von 7 Kunden fanden die folgende Rezension hilfreich
5.0 von 5 Sternen Credit Risk Modeling using Excel and VBA 3. Juli 2007
Von P. Scobie - Veröffentlicht auf Amazon.com
Format: Gebundene Ausgabe
The book is a very good guide for anyone who is not familiar with Excel, VBA and or credit risk modelling. Even for the more experienced practitioner there is something to learn. For anyone wanting a practical guide I would thoroughly recommend this book.
7 von 8 Kunden fanden die folgende Rezension hilfreich
4.0 von 5 Sternen Good book guiding credit risk model 15. März 2008
Von Alfred Wu - Veröffentlicht auf Amazon.com
Format: Gebundene Ausgabe Verifizierter Kauf
This book introduces credit risk model with Excel example. It is not just the math formula. author use tangible Excel examples to explain how to do it and make us easily unstanding. This book is versy suitable for people who is interesting in credit risk field.
4 von 4 Kunden fanden die folgende Rezension hilfreich
5.0 von 5 Sternen Excellent book! Very practical! 21. April 2009
Von Paul Samuelson - Veröffentlicht auf Amazon.com
Format: Gebundene Ausgabe
I work with credit guarantee instruments in a public financial institution. I bought the book in order to gain more depth of knowledge in the credit risk modeling field, which is vital to my job. This book is extremely helpful for pricing credit instruments and brings up the theory as well. My previous level of knowledge in this specific field was about intermediate, but I think that the book is helpful for anyone working in the credit risk analysis business, or to Finance students.
Waren diese Rezensionen hilfreich? Wir wollen von Ihnen hören.