| 000 | 01171nam a2200253Ia 4500 | ||
|---|---|---|---|
| 003 | SMV | ||
| 005 | 20210612140303.0 | ||
| 008 | 210318b ||||| |||| 00| 0 spa d | ||
| 020 | _a978-81-265-6702-7 | ||
| 040 | _cSMV | ||
| 041 | _heng | ||
| 050 | _aHG/3751/B34/2018 | ||
| 100 | _aBaesens, Bart | ||
| 245 | 0 | _aCredit risk analytics measurement techniques, applications, and examples in SAS | |
| 260 | _aNew Jersey | ||
| 260 | _bWILEY | ||
| 260 | _c2018 | ||
| 300 | _a497 p. | ||
| 505 | _aContiene: 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. | ||
| 650 | _aGestión | ||
| 942 |
_2lcc _cLIB1 |
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| 942 | _2lcc | ||
| 942 |
_hHG/3751/B34/2018 _2lcc |
||
| 999 |
_c5319 _d5319 |
||