ENGLISH

Credit Scoring & Its Applications

By David Edelman , Thomas , Jonathan Crook

Book information

Publisher
Society for Industrial Mathematics
Year
2002
ISBN
9780898714838, 0898714834
Open Library ID
OL8271888M
Language
english
Format
DJVU
Filesize
6 MB (5964811 bytes)
Series
Monographs on Mathematical Modeling and Computation
Edition
1st
Pages
263\263
Scanned
no
Time added
2014-10-05 02:30:00

Description

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 backingMy 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.

Similar books