Verfügbarkeit: Credit risk analytics | Technische Universität München

Credit risk analytics: measurement techniques, applications, and examples in SAS

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Bibliographische Detailangaben
Beteiligte Personen:	Scheule, Harald 1975- (VerfasserIn), Rösch, Daniel 1968- (VerfasserIn), Baesens, Bart 1975- (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Hoboken, New Jersey Wiley [2016]
Schriftenreihe:	Wiley and SAS Business Series
Schlagwörter:	Datenverarbeitung Kreditrisiko Risikomanagement SAS > Programm
Links:	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
Umfang:	xiv, 498 Seiten Diagramme
ISBN:	9781119143987

Internformat

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Datensatz im Suchindex

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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
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dewey-tens	330 - Economics
discipline	Wirtschaftswissenschaften
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id	DE-604.BV043690997
illustrated	Not Illustrated
indexdate	2024-12-20T17:42:43Z
institution	BVB
isbn	9781119143987
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-029103665
oclc_num	958623253
open_access_boolean
owner	DE-355 DE-BY-UBR DE-92 DE-11
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physical	xiv, 498 Seiten Diagramme
publishDate	2016
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publishDateSort	2016
publisher	Wiley
record_format	marc
series2	Wiley and SAS Business Series
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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