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Credit Risk Analytics

Credit Risk Analytics


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About the Book

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
  • ISBN-13: 9781977760869
  • Publisher: Createspace Independent Publishing Platform
  • Publisher Imprint: Createspace Independent Publishing Platform
  • Height: 235 mm
  • No of Pages: 264
  • Spine Width: 14 mm
  • Width: 191 mm
  • ISBN-10: 1977760864
  • Publisher Date: 23 Nov 2017
  • Binding: Paperback
  • Language: English
  • Returnable: N
  • Weight: 508 gr


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