Credit Risk Analytics

Name: Credit Risk Analytics
SKU: 37331251
Price: 171.00 NZD
Availability: InStock

The R Companion

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Description

Credit risk analytics in R will enable you to build credit risk models from start to finish. Accessing real credit data via the accompanying website www.creditriskanalytics.net, you will master a wide range of applications, including building your own PD, LGD and EAD models as well as mastering industry challenges such as reject inference, low default portfolio risk modeling, model validation and stress testing. This book has been written as a companion to Baesens, B., Roesch, D. and Scheule, H., 2016. Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS. John Wiley & Sons.

Release date NZ

November 23rd, 2017

Author

Audience

General (US: Trade)

Pages

264

Dimensions

191x235x14

ISBN-13

9781977760869

Product ID

37331251

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