Bart BaesensDaniel RoeschHarald Scheule

Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS (Hardcover)

Name: Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS (Hardcover)
Brand: Wiley
SKU: 9781119143987
Price: 82.35 USD
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Author

Bart Baesens, Daniel Roesch, and Harald Scheule

ISBN

9781119143987

Binding

Hardcover

About this edition

A guide to credit-risk modelling that connects statistical concepts with practical implementation and validation in SAS.

Credit Risk Analytics introduces methods used to build and assess credit-risk models. Topics include preparing data, credit scoring, default and loss estimation, model validation and stress testing.

The authors link theory with implementation examples in SAS and discuss the regulatory setting of risk management. This listing is for the printed book; it does not include a software licence or a guarantee of access to external online resources.

What's included

- 1 copy of Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS (Hardcover)

More details

Title: Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS

Authors: Bart Baesens; Daniel Roesch; Harald Scheule

ISBN: 9781119143987

Publisher: Wiley

Binding: Hardcover

Edition: 1

Language: English

Pages: 512

Number of books: 1

Weight (packed): 2.18 pounds

Dimensions (packed): 9.57 x 7.76 x 1.26 inches

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