Credit Risk Analytics: The R Companion
Author:   Daniel Rosch ,  Bart Baesens ,  Harald Scheule
Publisher:   Createspace Independent Publishing Platform
ISBN:  

9781977760869


Pages:   264
Publication Date:   23 November 2017
Format:   Paperback
Availability:   Available To Order   Availability explained
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Credit Risk Analytics: The R Companion


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Overview

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.

Full Product Details

Author:   Daniel Rosch ,  Bart Baesens ,  Harald Scheule
Publisher:   Createspace Independent Publishing Platform
Imprint:   Createspace Independent Publishing Platform
Dimensions:   Width: 19.10cm , Height: 1.40cm , Length: 23.50cm
Weight:   0.458kg
ISBN:  

9781977760869


ISBN 10:   1977760864
Pages:   264
Publication Date:   23 November 2017
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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