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Credit Risk Modeling using Excel and VBA

af Gunter (University of Ulm) Loeffler

indgår i The Wiley Finance Series serien

Credit Risk Modeling using Excel and VBA af Gunter (University of Ulm) Loeffler
Bag om Credit Risk Modeling using Excel and VBA

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780470660928
  • Indbinding:
  • Hardback
  • Sideantal:
  • 368
  • Udgivet:
  • 17. december 2010
  • Udgave:
  • 2
  • Størrelse:
  • 174x250x23 mm.
  • Vægt:
  • 802 g.
  • 2-3 uger.
  • 27. november 2024

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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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