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CREATESPACE Credit Risk Analytics: The R Companion
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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.
Product Specifications
- Brand
- CREATESPACE
- Format
- Paperback
- ASIN
- 1977760864
- Domain
- Amazon UK
- Release Date
- 23 November 2017
- Listed Since
- 24 November 2017
Barcode
No barcode data available
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