263 pp. Binding firm, with little sign of wear to the soft cover. Spine remains uncreased. Pages are clean with no inscriptions or annotations. Overall, the volume remains in excellent, near-new condition. Size: 9" - 10" tall. Weight: 560g.

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Bibliographic Details

Title: Credit Risk Analytics: The R Company
Publisher: CreateSpace
Publication Date: 2017
Language: English
ISBN 10: 1977760864
ISBN 13: 9781977760869
Binding: Soft cover
Edition: 1st Edition
Condition: Fine

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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