Credit risk analytics: measurement techniques, applications, and examples in SAS
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, New Jersey
Wiley
[2016]
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| Series: | Wiley and SAS Business Series
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | xiv, 498 Seiten Diagramme |
| ISBN: | 9781119143987 |
Staff View
MARC
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Record in the Search Index
| _version_ | 1804176465315495936 |
|---|---|
| adam_text | Contents
Acknowledgments xi
About the Authors xiii
Chapter 1
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Chapter 7
Chapter 8
Chapter 9
Chapter 10
Chapter 11
Chapter 12
Chapter 13
Chapter 14
Chapter 15
index 481
introduction to Credit Risk Analytics 1
Introduction to SAS Software 17
Exploratory Data Analysis 33
Data Preprocessing for Credit Risk Modeling 57
Credit Scoring 93
Probabilities of Default (PD): Discrete-Time Hazard Models 137
Probabilities of Default: Continuous-Time Hazard Models 179
Low Default Portfolios 213
Default Correlations and Credit Portfolio Risk 237
Loss Given Default (LGD) and Recovery Rates 271
Exposure at Default (EAD) and Adverse Selection 315
Bayesian Methods for Credit Risk Modeling 351
Model Validation 385
Stress Testing 445
Concluding Remarks 475
IX
|
| any_adam_object | 1 |
| author | Scheule, Harald 1975- Rösch, Daniel 1968- Baesens, Bart 1975- |
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| author_role | aut aut aut |
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| bvnumber | BV043690997 |
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.10285555 |
| dewey-search | 332.10285555 |
| dewey-sort | 3332.10285555 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV043690997 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:32:37Z |
| institution | BVB |
| isbn | 9781119143987 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029103665 |
| oclc_num | 958623253 |
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| physical | xiv, 498 Seiten Diagramme |
| publishDate | 2016 |
| publishDateSearch | 2016 |
| publishDateSort | 2016 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley and SAS Business Series |
| spelling | Scheule, Harald 1975- Verfasser (DE-588)12845525X aut Credit risk analytics measurement techniques, applications, and examples in SAS Bart Baesens, Daniel Rösch, Harald Scheule Hoboken, New Jersey Wiley [2016] xiv, 498 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Wiley and SAS Business Series Datenverarbeitung (DE-588)4011152-0 gnd rswk-swf Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf SAS Programm (DE-588)4195685-0 gnd rswk-swf SAS Programm (DE-588)4195685-0 s Risikomanagement (DE-588)4121590-4 s Datenverarbeitung (DE-588)4011152-0 s Kreditrisiko (DE-588)4114309-7 s b DE-604 Rösch, Daniel 1968- Verfasser (DE-588)171503228 aut Baesens, Bart 1975- Verfasser (DE-588)136707467 aut Erscheint auch als Online-Ausgabe, EPUB 978-1-119-27828-3 Erscheint auch als Online-Ausgabe, PDF 978-1-119-27834-4 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029103665&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Scheule, Harald 1975- Rösch, Daniel 1968- Baesens, Bart 1975- Credit risk analytics measurement techniques, applications, and examples in SAS Datenverarbeitung (DE-588)4011152-0 gnd Kreditrisiko (DE-588)4114309-7 gnd Risikomanagement (DE-588)4121590-4 gnd SAS Programm (DE-588)4195685-0 gnd |
| subject_GND | (DE-588)4011152-0 (DE-588)4114309-7 (DE-588)4121590-4 (DE-588)4195685-0 |
| title | Credit risk analytics measurement techniques, applications, and examples in SAS |
| title_auth | Credit risk analytics measurement techniques, applications, and examples in SAS |
| title_exact_search | Credit risk analytics measurement techniques, applications, and examples in SAS |
| title_full | Credit risk analytics measurement techniques, applications, and examples in SAS Bart Baesens, Daniel Rösch, Harald Scheule |
| title_fullStr | Credit risk analytics measurement techniques, applications, and examples in SAS Bart Baesens, Daniel Rösch, Harald Scheule |
| title_full_unstemmed | Credit risk analytics measurement techniques, applications, and examples in SAS Bart Baesens, Daniel Rösch, Harald Scheule |
| title_short | Credit risk analytics |
| title_sort | credit risk analytics measurement techniques applications and examples in sas |
| title_sub | measurement techniques, applications, and examples in SAS |
| topic | Datenverarbeitung (DE-588)4011152-0 gnd Kreditrisiko (DE-588)4114309-7 gnd Risikomanagement (DE-588)4121590-4 gnd SAS Programm (DE-588)4195685-0 gnd |
| topic_facet | Datenverarbeitung Kreditrisiko Risikomanagement SAS Programm |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029103665&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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