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.This book provides practitioners and students with an intuitive, hands-on introduction to modern credit risk modelling.

Title | : | Credit Risk Modeling Using Excel and VBA |

Author | : | Gunter Löeffler, Mr Peter N Posch |

Publisher | : | John Wiley & Sons - 2011-01-31 |

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