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Credit Risk Modeling using Excel and VBA

By: Gunter (University of Ulm) Loeeffler (Author) , Peter N. (University of Ulm) Posch (Author)

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Ksh 16,150.00

Format: Hardback or Cased Book

ISBN-13: 9780470660928

Publisher: John Wiley & Sons Inc

Publication Date: Dec 17th, 2010

Weight: 802 grams

Dimension: 25.00 x 17.40 x 2.30 cms

Category: Credit & credit institutions

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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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