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Credit Risk Analytics Daniel Rösch
Credit Risk Analytics
Daniel Rösch
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.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | November 23, 2017 |
| ISBN13 | 9781977760869 |
| Publishers | Createspace Independent Publishing Platf |
| Pages | 264 |
| Dimensions | 191 × 235 × 14 mm · 458 g |
| Language | English |