Corrected Excel files and add-ins
Note that the add-in collects the functions and macros available in the .xls files. It contains no additional code. The password on the DVD works for future downloads of the add-in from this website, not for the add-in that is on the DVD)

You can order directly from Wiley, online bookshops such as e.g. amazon uk, us, de or your local book shop.

1 Estimating Credit Scores with Logit. pdf (from Wiley's product page)

2 The Structural Approach to Default Prediction and Valuation.

3 Transition Matrices.

4 Prediction of Default and Transition Rates.

5 Modeling and Estimating Default Correlations with the Asset Value Approach.

6 Measuring Credit Portfolio Risk with the Asset Value Approach.

7 Validation of Rating Systems.

8 Validation of Credit Portfolio Models.

9 Risk-Neutral Default Probabilities and Credit Default Swaps.

10 Risk Analysis of Structured Credit: CDOs and First-to-Default Swaps.

11 Basel II and Internal Ratings.

Appendix A1 Visual Basics for Applications (VBA).

Appendix A2 Solver.

Appendix A3 Maximum Likelihood Estimation and Newton’s Method.

Appendix A4 Testing and Goodness of Fit.

Appendix A5 User-Defined Functions.