Baesens, Bart <br/><br/>
Credit risk analytics measurement techniques, applications, and examples in SAS 

 - New Jersey  WILEY  2018 
 - 497 p. 
<br/><br/>Contiene: 1. Introduction to credit risk analytics.- 2. Introduction to SAS software.- 3. Exploratory data analysis.- 4. Data preprocessing for credit risk modeling.- 5. Credit scoring.- 6. Probabilities of default.- 7. Probabilities of default : continuous - time hazard models.- 8. Low default portfolios.- 9. Default correlations and credit portfolio risk.- 10. Loss given default and recovery rates.- 11. Exposure at default and adverse selection.- 12. Bayesian methods for credit risk modeling.- 13. Model validation.- 14. Stress testing.- 15. Concluding remarks. 
<br/><br/><label>ISBN: </label>978-81-265-6702-7 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Gestión
<br/><br/><label>LC Class. No.: </label>HG/3751/B34/2018