user
0
Su pedido

Tu pedido

Su carro de la compra está vacío

Materias

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

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

Compartir en:

, ,

(0 Comentarios)
Comenta y valora este libro

pvp.81,95 €

Disponible entre 11 y 20 dias

  • ISBN:9781119143987
  • Editorial: Wiley & Sons Ltd.
  • Fecha de la edición:
  • Encuadernación:
  • Nº Pág.:512
  • Idiomas:Ingles

Materias:

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 and estimation, validation, implementation of prudential regulation, stress testing of existing modeling concepts, and more, to provide a one-stop tutorial and reference for credit risk analytics. The companion website offers examples of both real and simulated credit portfolio data to help you more easily implement the concepts discussed, and the expert author team provides practical insight on this real-world intersection of finance, statistics, and analytics. SAS is the preferred software for credit risk modeling due to its functionality and ability to process large amounts of data.

Otros libros de Baesens, Bart

Otros libros de Rosch, Daniel

Otros libros de Scheule, Harald

Otros libros de Sistema Financiero