Credit risk modeling using Excel and VBA with DVD /
by Gunter Loeffler, Peter N. Posch.
- 2nd edition.
- Chichester : Wiley, 2011.
- xiv, 342 p. ; 25 cm. + 1 DVD.
A title ordered as part of the LoveBooks Campaign 2014. Accompanying DVD in pocket inside back cover.
This book provides practitioners and students with an intuitive, hands-on introduction to modern credit risk modelling. Every chapter starts with an explanation of the methodology and then the authors take the reader step by step through the implementation of the methods in Excel and VBA.