Credit Risk Analytics: The R Companion
Language: English
Published by CreateSpace Independent Publishing Platform, 2017
- Softcover
- New
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Seller Inventory # 10E53_46_1977760864
- Title
- Credit Risk Analytics: The R Companion
- Author
- Scheule, Harald
- Publisher
- CreateSpace Independent Publishing Platform
- Publication year
- 2017
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 1977760864
- ISBN 13
- 9781977760869
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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