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Основной контент книги Credit Risk Analytics. Measurement Techniques, Applications, and Examples in SAS
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Volume 515 pages

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Credit Risk Analytics. Measurement Techniques, Applications, and Examples in SAS

authors
Bart Baesens,
harald scheule
Read only on Litres

The book cannot be downloaded as a file, but can be read in our app or online on the website.

$85

About the book

The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management. Combining theory with practice, this book walks you through the fundamentals of credit risk management and shows you how to implement these concepts using the SAS credit risk management program, with helpful code provided. Coverage includes data analysis and preprocessing, credit scoring; PD and LGD estimation and forecasting, low default portfolios, correlation modeling... 

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Age restriction:
0+
Release date on Litres:
11 January 2018
Volume:
515 p.
ISBN:
9781119278344
Total size:
13 МБ
Total number of pages:
515
Copyright holder:
John Wiley & Sons Limited
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