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on 19 October 2016
One of the best books out there for this topic.
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on 10 April 2016
Excellent book.
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on 9 May 2007
The book does what it says on the cover (which can not be said for all the books that are out there) it shows how to model credit risk using excel and VBA. The authors also go into modeling CDS (Credit Default Swaps) and CDO's (Collateralized Debt Obligations) using Monte Carlo Simulations. Although they authors stress that this is not the purpose of the book I would have appreciated if there was also code in how to price CDO's using Copulas. The book contains all the Excel and VBA files in the DVD disk that accompanies this book and even video files in which the authors show how to write quick and efficient code and how to use some of the excel files. I whole heartedly recommend this book.
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on 4 July 2013
Bought this due to correlation topics, which was almost non existent:(. Wish I had known that before as was a waste.
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on 6 April 2011
This book is great for getting up to speed quickly on such topics as deriving transition matrices from rating data. It is very practical and the VBA should help those who need to implement solutions in the areas covered by the book.
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on 4 October 2009
Good reading worth a buy.

All relevant topics are treated with the right level of detail.

There is always a summary of the theory in front of the practical aspects of modelling.

Guides you step by step (Excel 2003); however a bit too much of VBA for me.

rgds
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on 17 January 2011
Along with the CD, this book gives a great insight on modern credit risk analysis. In depth analysis is provided on most topics.
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