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- 2007002347 contributor B10751524.
- 2007002347 contributor B10751525.
- 2007002347 created "c2007.".
- 2007002347 date "2007".
- 2007002347 date "c2007.".
- 2007002347 dateCopyrighted "c2007.".
- 2007002347 description "Estimating credit scores with Logit -- The structural approach to default prediction and valuation -- Transition matrices -- Prediction of default and transition rates -- Modeling and estimating default correlations with the asset value approach -- Measuring credit portfolio risk with the asset value approach -- Validation of rating systems -- Validation of credit portfolio models -- Risk-neutral default probabilities and credit default swaps -- Risk analysis of structured credit : CDOs and first-to-default swaps -- Basel II and internal ratings.".
- 2007002347 description "Includes bibliographical references and index.".
- 2007002347 extent "xii, 261 p. :".
- 2007002347 identifier "0470031573 (cloth : alk. paper)".
- 2007002347 identifier "9780470031575 (cloth : alk. paper)".
- 2007002347 identifier 2007002347-b.html.
- 2007002347 identifier 2007002347-d.html.
- 2007002347 identifier 2007002347.html.
- 2007002347 isPartOf "Wiley finance series".
- 2007002347 issued "2007".
- 2007002347 issued "c2007.".
- 2007002347 language "eng".
- 2007002347 publisher "Chichester, England ; Hoboken, NJ : Wiley,".
- 2007002347 subject "332.70285/554 22".
- 2007002347 subject "Credit Management.".
- 2007002347 subject "HG3751 .L64 2007".
- 2007002347 subject "Microsoft Excel (Computer file)".
- 2007002347 subject "Microsoft Visual Basic for applications.".
- 2007002347 subject "Risk management.".
- 2007002347 tableOfContents "Estimating credit scores with Logit -- The structural approach to default prediction and valuation -- Transition matrices -- Prediction of default and transition rates -- Modeling and estimating default correlations with the asset value approach -- Measuring credit portfolio risk with the asset value approach -- Validation of rating systems -- Validation of credit portfolio models -- Risk-neutral default probabilities and credit default swaps -- Risk analysis of structured credit : CDOs and first-to-default swaps -- Basel II and internal ratings.".
- 2007002347 title "Credit risk modeling using Excel and VBA / Gunter Löffler, Peter N. Posch.".
- 2007002347 type "text".