| Credit Risk Analytics: The R Companion Contributor(s): Rosch, Daniel (Author), Baesens, Bart (Author), Scheule, Harald (Author) |
|
 |
ISBN: 1977760864 ISBN-13: 9781977760869 Publisher: Createspace Independent Publishing Platform OUR PRICE: $71.25 Product Type: Paperback Published: November 2017 |
| Additional Information |
| BISAC Categories: - Business & Economics | Banks & Banking |
| Physical Information: 0.55" H x 7.52" W x 9.25" (1.01 lbs) 264 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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. |
