| Description |
1 online resource (x, 298 pages) : illustrations. |
| Physical Medium |
polychrome |
| Description |
text file |
| Series |
Quantitative methods for applied economics and business research
|
|
Quantitative methods for applied economics and business research.
|
| Bibliography |
Includes bibliographical references and index. |
| Contents |
A statistical model for credit scoring / William H. Greene -- Mixed logit and error component models of corporate insolvency and bankruptcy risk / David A. Hensher and Stewart Jones -- An evaluation of open- and closed-form distress prediction models : the nested logit and latent class models / Stewart Jones and David A. Hensher -- Survival analysis and omitted dividends / Marc J. Leclere -- Non-parametric methods for credit risk analysis : neural networks and recursive partitioning techniques / Maurice Peat -- Bankruptcy prediction and structural credit risk models / Andreas Charitou, Neophytos Lambertides and Lenos Trigeorgis -- Default recovery rates and LGD in credit risk modeling and practice : an updated review of the literature and empirical evidence / Edward I. Altman -- Credit derivatives : current practices and controversies / Stewart Jones and Maurice Peat -- Local government distress in Australia : a latent class regression analysis / Stewart Jones and Robert G. Walker -- A belief-function perspective to credit risk assessments / Rajendra P. Srivastava and Stewart Jones. |
| Summary |
A compendium of credit risk modelling approaches, this text includes several new techniques that extend the horizons of future research and practice. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Credit -- Management.
|
|
Credit -- Management. |
|
Risk management.
|
|
Risk management. |
|
Bankruptcy -- Forecasting.
|
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Bankruptcy -- Forecasting. |
|
Bankruptcy. |
| Genre/Form |
Electronic books.
|
| Added Author |
Jones, Stewart, 1964-
|
|
Hensher, David A., 1947-
|
| Other Form: |
Print version: Advances in credit risk modelling and corporate bankruptcy prediction. Cambridge, UK ; New York : Cambridge University Press, 2008 9780521869287 0521869285 (DLC) 2008017482 (OCoLC)226984568 |
| ISBN |
9780511429897 (electronic book) |
|
0511429894 (electronic book) |
|
9780511426827 (electronic book ; Adobe Digital Editions) |
|
0511426828 (electronic book ; Adobe Digital Editions) |
|
0511429517 (electronic book) |
|
9780511429514 (electronic book) |
|
0511428391 (electronic book) |
|
9780511428395 (electronic book) |
|
9780521869287 |
|
0521869285 |
|
9780521689540 |
|
0521689546 |
| Standard No. |
9786611791414 |
|
