Credit Risk Modeling using Excel and VBA: 2nd Edition by Gunter Loeffler, Peter N. Posch |, Hardcover | Barnes & Noble
Credit Risk Modeling using Excel and VBA: 2nd Edition

Credit Risk Modeling using Excel and VBA: 2nd Edition

by Gunter Loeffler, Peter N. Posch
     
 

Further praise for the first edition

I read this book cover-to-cover and recommend it heartily. For each topic, there is straightforward explanation, practical examples, and implementable coding. This book would have saved me months of effort many times over with its full ‘toolset’ of Excel/VBA code. I have immediate plans to reread

Overview

Further praise for the first edition

I read this book cover-to-cover and recommend it heartily. For each topic, there is straightforward explanation, practical examples, and implementable coding. This book would have saved me months of effort many times over with its full ‘toolset’ of Excel/VBA code. I have immediate plans to reread sections and incorporate sections of code into my own spreadsheets.” – Greg M. Gupton, Founder and Director, DefaultRisk.com

Praise for the second edition

“This is a very useful book. It provides incisive basic background knowledge on modeling for key credit risk topics, including  a new chapter on loss given default prediction, and the coding examples help to deepen the readers’ understanding and can be used as the basis for more advanced approaches, possibly with more powerful tools.” – Dirk Tasche, Senior Risk Advisor, Lloyds Banking Group

Product Details

ISBN-13:
9780470660928
Publisher:
Wiley
Publication date:
02/22/2011
Series:
Wiley Finance Series
Pages:
358
Product dimensions:
6.90(w) x 9.60(h) x 1.20(d)

Meet the Author

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 Commerzbnk, 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.

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