Gespeichert in:
| Titel: | Credit risk analytics measurement techniques, applications, and examples in SAS |
|---|---|
| Von: |
Bart Baesens, Daniel Rösch, Harald Scheule
|
| Person: |
Scheule, Harald
1975- Verfasser aut Rösch, Daniel Baesens, Bart 1968- |
| Hauptverfassende: | , , |
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Hoboken, New Jersey
Wiley
[2016]
|
| Schriftenreihe: | Wiley and SAS Business Series
|
| Notation: | QK 320 |
| Schlagwörter: | |
| Medienzugang: | 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
MARC
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-029103665 | |
Datensatz im Suchindex
| DE-BY-UBR_call_number | 17/QK 320 S328 40/QK 320 S328 445/QK 320 S328 |
|---|---|
| DE-BY-UBR_katkey | 5773347 |
| DE-BY-UBR_location | UB Lehrbuchsammlung UB Lehrbuchsammlung UB Lehrbuchsammlung UB Lehrbuchsammlung UB Lehrbuchsammlung UB Lehrbuchsammlung UB Lehrbuchsammlung UB Lehrbuchsammlung UB Lehrbuchsammlung UB Lehrbuchsammlung UB Lesesaal Wirtschaft UB Handapparat Recht/Wirtschaft Prof. Rösch |
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| _version_ | 1835081334484107264 |
| 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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| bvnumber | BV043690997 |
| classification_rvk | QK 320 |
| ctrlnum | (OCoLC)958623253 (DE-599)BVBBV043690997 |
| dewey-full | 332.10285555 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
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| 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 | 2024-12-20T17:42:43Z |
| 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 |
| owner_facet | DE-355 DE-BY-UBR DE-92 DE-11 |
| physical | xiv, 498 Seiten Diagramme |
| publishDate | 2016 |
| publishDateSearch | 2016 |
| 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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Inhaltsverzeichnis
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Signatur notieren und vor Ort für vier Wochen mit Verlängerungsoption ausleihenUB Lesesaal Wirtschaft
Signatur notieren und vor Ort nutzen oder für zwei Wochen ausleihen| Signatur: | 40 QK 320 S328 |
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Bitte wenden Sie sich an den Handapparat zur Einsichtnahme| Signatur: | 445 QK 320 S328 |
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