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Developing credit risk models using SAS Enterprise Miner and SAS/STAT : theory and applications /

This book combines both theoretical explanation and practical applications to demonstrate how you can build credit risk models using SAS Enterprise Miner and SAS/STAT and apply them into practice. Brown breaks down the required modeling steps and details how this would be achieved through the implem...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Brown, Iain L. J. (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cary, NC : SAS Institute, [2014]
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)

MARC

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245 1 0 |a Developing credit risk models using SAS Enterprise Miner and SAS/STAT :  |b theory and applications /  |c Iain L.J. Brown. 
264 1 |a Cary, NC :  |b SAS Institute,  |c [2014] 
264 4 |c ©2014 
300 |a 1 online resource :  |b illustrations 
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500 |a Includes index. 
520 |a This book combines both theoretical explanation and practical applications to demonstrate how you can build credit risk models using SAS Enterprise Miner and SAS/STAT and apply them into practice. Brown breaks down the required modeling steps and details how this would be achieved through the implementation of SAS Enterprise Miner and SAS/STAT. Users will solve real-world risk problems as well as comprehensively walk through model development while addressing key concepts in credit risk modeling. The book is aimed at credit risk analysts in retail banking, but its applications apply to risk modeling outside of the retail banking sphere. Those who would benefit from this book include credit risk analysts and managers alike, as well as analysts working in fraud, Basel compliancy, and marketing analytics. It is targeted for intermediate users with a specific business focus and some programming background is required. --  |c Edited summary from book. 
504 |a Includes bibliographical references and index. 
590 |a O'Reilly  |b O'Reilly Online Learning: Academic/Public Library Edition 
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650 0 |a Credit  |x Econometric models. 
650 0 |a Credit  |x Data processing. 
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650 6 |a Gestion du risque  |x Informatique. 
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650 6 |a Crédit  |x Informatique. 
650 7 |a MATHEMATICS  |x Applied.  |2 bisacsh 
650 7 |a MATHEMATICS  |x Probability & Statistics  |x General.  |2 bisacsh 
650 7 |a Credit  |x Data processing  |2 fast 
650 7 |a Credit  |x Econometric models  |2 fast 
650 7 |a Risk management  |x Data processing  |2 fast 
650 7 |a SAS (Computer program language)  |2 fast 
650 7 |a Statistics  |x Data processing  |2 fast 
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