Open Books is a nonprofit social venture that provides literacy experiences for thousands of readers each year through inspiring programs and creative capitalization of books.

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Bibliographic Details

Title: Credit Risk Analytics: The R Companion
Publisher: CreateSpace Independent Publishi
Publication Date: 2017
Language: English
ISBN 10: 1977760864
ISBN 13: 9781977760869
Binding: paperback
Condition: Very Good

About this title

Synopsis

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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Open Books is a nonprofit social venture that provides literacy experiences for thousands of readers each year through inspiring programs and creative capitalization of books. We are a 501(c)3 with all proceeds going to our literacy enrichment programs.

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Open Books, Ltd.
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