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 ... 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, ...
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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 ... 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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Add this copy of Credit Risk Analytics: the R Companion to cart. $164.21, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2017 by CreateSpace Independent Publis.
