Credit Risk Analytics: The R Companion - Softcover

Scheule, Harald; Rösch, Daniel; Baesens, Bart

 
9781977760869: Credit Risk Analytics: The R Companion
Softcover
ISBN 10: 1977760864 ISBN 13: 9781977760869
Verlag: CreateSpace Independent Publishing Platform, 2017

Inhaltsangabe

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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Verlag
CreateSpace Independent Publishing Platform
Erscheinungsdatum
2017
Sprache
Englisch
ISBN 10 
1977760864
ISBN 13 
9781977760869
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
264
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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