Credit Risk Analytics: The R Companion - Couverture souple

Scheule, Harald; Rösch, Daniel; Baesens, Bart

 
9781977760869: Credit Risk Analytics: The R Companion
Couverture souple
ISBN 10 : 1977760864 ISBN 13 : 9781977760869
Editeur : CreateSpace Independent Publishing Platform, 2017

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
CreateSpace Independent Publishing Platform
Date d'édition
2017
Langue
anglais
ISBN 10 
1977760864
ISBN 13 
9781977760869
Reliure
Broché
Numéro d'édition
1
Nombre de pages
264
Coordonnées du fabricant
non disponible
Personne responsable
non disponible