{"id":4946,"date":"2009-01-13T17:20:44","date_gmt":"2009-01-13T21:20:44","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=4946"},"modified":"2009-01-13T17:20:44","modified_gmt":"2009-01-13T21:20:44","slug":"credit-risk-management-introduction-to-quant-theory","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=4946","title":{"rendered":"Credit Risk Management: Introduction to Quant Theory"},"content":{"rendered":"<p>I&#8217;ve found a marvellous page on the internet, providing background material for a <a href=\"http:\/\/www.econ.hku.hk\/~yjtang\/CRM\/MFIN%207011Syllabus_Summer2008.pdf\">business course titled &#8220;MFIN 7011: Credit Risk&#8221;<\/a> offered by the University of Hong Kong School of Business, taught by Dragon Yongjun Tang.<\/p>\n<p>The <a href=\"http:\/\/www.econ.hku.hk\/~yjtang\/CRM\/CRM.htm\">course schedule and downloads<\/a> provide some good spreadsheets for computations on the Merton Model &#8211; although the &#8220;Loffler and Posch CDS Spreadsheet&#8221; does not appear to complete, missing the function &#8220;Yearfrac()&#8221;.<\/p>\n<p><b>Update<\/b>: The &#8220;Yearfrac()&#8221; function is part of the Analysis ToolPak. In Excel, under &#8220;Tools | Add-Ins&#8221; ensure that &#8220;Analysis ToolPak &#8211; VBA&#8221; has been selected.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>I&#8217;ve found a marvellous page on the internet, providing background material for a business course titled &#8220;MFIN 7011: Credit Risk&#8221; offered by the University of Hong Kong School of Business, taught by Dragon Yongjun Tang. &hellip;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[12],"tags":[],"class_list":["post-4946","post","type-post","status-publish","format-standard","hentry","category-interesting-external-papers"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/4946","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=4946"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/4946\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=4946"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=4946"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=4946"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}