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Credit Risk Analytics: The R Companion
by Credit Risk Analytics: The R Companion
$59.37
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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.
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Product Details
- CreateSpace Independent P Brand
- Nov 23, 2017 Pub Date:
- 1977760864 ISBN-10:
- 9781977760869 ISBN-13:
- English Language
- 9.25 in * 0.6 in * 7.5 in Dimensions:
- 1 lb Weight:
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