Credit Scoring & Its Applications (Monographs on...

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Credit Scoring & Its Applications...

Credit Scoring & Its Applications (Monographs on Mathematical Modeling and Computation)

Name: Credit Scoring & Its Applications (Monographs on Mathematical Modeling and Computation)
ISBN: 9780898714838

Thomas, David Edelman, Jonathan Crook

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This book illustrated the complete mathematical background and other implementation concerns for a credit risk scorecards(the way a bank accesses the approval of any lending). Pretty impressive and only of its kind in the market for credit scorecard building, validation, calibration...with complete math backing My comment on different aspects of the book: On more technical aspect: I wish the book could have models on Loss-given-default model since it's also part of credit risk model... On the style: The book is too concise on its maths. Wish to have more elaboration or references so that I can drill down its math.

類別:

Mathematics

年:

2002

版本:

1st

出版商:

Society for Industrial Mathematics

語言:

english

頁數:

263