Credit Risk Analytics: The R Companion (Paperback) (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.

Author: Daniel Rosch, Bart Baesens, Harald Scheule
ISBN-10: 1977760864
ISBN-13: 9781977760869
Publisher: Createspace Independent Publishing Platform
Language: English
Published: 11/23/2017
Pages: 264
Format: Paperback
Weight: 1.01lbs
Size: 9.25h x 7.52w x 0.55d