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Modeling of Credit Risk in R

This seminar to provide:
* acquaintance with a set of classical techniques of modeling tthe probability of default (PD) and its dynamics in time,
* consolidation of the skills of developing a model for estimating PD and the formation of matrices of migration,
* the formation of programming skills in the R environment required for effective financial modeling.

The seminar is useful for the implementation of the tasks set forth in NBU Resolution No. 64.

For more information please call us at +38 044 227 81 73 or e-mail

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  Разработка: Студия ИКОМ
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