Credit Risk Modeling using Excel and VBA (The Wiley Finance Series) - Tapa dura

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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.

De la contraportada

Credit risk modeling using Excel and VBA

Second Edition

Further praise for the first edition

"I read this book cover-to-cover and recommend it heartily. For each topic, there is straightforward explanation,practicalexamples, 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 modelling 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

De la solapa interior

Credit risk modeling using Excel and VBA

Second Edition

Further praise for the first edition

"I read this book cover-to-cover and recommend it heartily. For each topic, there is straightforward explanation,practicalexamples, 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 modelling 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