Credit Risk Modeling Using Excel And Vba

Bol

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.comPraise 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

Bol Partner

In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques, in this case credit.