LEADER 00000cam a2200793Ia 4500 
001    ocn320897708 
003    OCoLC 
005    20190405014054.8 
006    m     o  d         
007    cr cnu---unuuu 
008    090513s2008    enka    ob    001 0 eng d 
016 7  014656471|2Uk 
019    270111037|a413614283|a413910648|a475446701|a496147481
       |a646762248|a663425651|a1035667741 
020    9780511429897|q(electronic book) 
020    0511429894|q(electronic book) 
020    9780511426827|q(electronic book ;|qAdobe Digital Editions)
020    0511426828|q(electronic book ;|qAdobe Digital Editions) 
020    0511429517|q(electronic book) 
020    9780511429514|q(electronic book) 
020    0511428391|q(electronic book) 
020    9780511428395|q(electronic book) 
020    |z9780521869287 
020    |z0521869285 
020    |z9780521689540 
020    |z0521689546 
024 8  9786611791414 
035    (OCoLC)320897708|z(OCoLC)270111037|z(OCoLC)413614283
       |z(OCoLC)413910648|z(OCoLC)475446701|z(OCoLC)496147481
       |z(OCoLC)646762248|z(OCoLC)663425651|z(OCoLC)1035667741 
037    |bOverDrive, Inc.|nhttp://www.overdrive.com 
037    6EFBC009-191C-4DAF-8294-BB1DD1C96A33|bOverDrive, Inc.
       |nhttp://www.overdrive.com 
040    N$T|beng|epn|cN$T|dOCLCQ|dTEFOD|dVLB|dDKDLA|dE7B|dAU@
       |dOCLCQ|dREDDC|dOCLCQ|dOCLCF|dYDXCP|dCDX|dIDEBK|dHUH
       |dOCLCQ|dTEFOD|dOCLCQ|dCOO|dSTF|dXOS|dOCLCQ 
049    RIDW 
050  4 HG4026|b.A342 2008eb 
072  7 BUS|x043000|2bisacsh 
072  7 BUS|x078000|2bisacsh 
082 04 658.8/82|222 
090    HG4026|b.A342 2008eb 
245 00 Advances in credit risk modelling and corporate bankruptcy
       prediction /|cedited by Stewart Jones and David A. 
       Hensher. 
264  1 Cambridge, UK ;|aNew York :|bCambridge University Press,
       |c2008. 
300    1 online resource (x, 298 pages) :|billustrations. 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
338    online resource|bcr|2rdacarrier 
340    |gpolychrome|2rdacc 
347    text file|2rdaft 
490 1  Quantitative methods for applied economics and business 
       research 
504    Includes bibliographical references and index. 
505 0  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. 
520    A compendium of credit risk modelling approaches, this 
       text includes several new techniques that extend the 
       horizons of future research and practice. 
588 0  Print version record. 
590    eBooks on EBSCOhost|bEBSCO eBook Subscription Academic 
       Collection - North America 
650  0 Credit|xManagement.|0https://id.loc.gov/authorities/
       subjects/sh85033858 
650  0 Risk management.|0https://id.loc.gov/authorities/subjects/
       sh85114200 
650  0 Bankruptcy|0https://id.loc.gov/authorities/subjects/
       sh85011601|xForecasting.|0https://id.loc.gov/authorities/
       subjects/sh00005779 
650  7 Credit|xManagement.|2fast|0https://id.worldcat.org/fast/
       882536 
650  7 Risk management.|2fast|0https://id.worldcat.org/fast/
       1098164 
650  7 Bankruptcy|xForecasting.|2fast|0https://id.worldcat.org/
       fast/826837 
650  7 Bankruptcy.|2fast|0https://id.worldcat.org/fast/826826 
655  4 Electronic books. 
700 1  Jones, Stewart,|d1964-|0https://id.loc.gov/authorities/
       names/n2008032171 
700 1  Hensher, David A.,|d1947-|0https://id.loc.gov/authorities/
       names/n80065981 
776 08 |iPrint version:|tAdvances in credit risk modelling and 
       corporate bankruptcy prediction.|dCambridge, UK ; New York
       : Cambridge University Press, 2008|z9780521869287
       |z0521869285|w(DLC)  2008017482|w(OCoLC)226984568 
830  0 Quantitative methods for applied economics and business 
       research.|0https://id.loc.gov/authorities/names/
       no2008049454 
856 40 |uhttps://rider.idm.oclc.org/login?url=http://
       search.ebscohost.com/login.aspx?direct=true&scope=site&
       db=nlebk&AN=244561|zOnline eBook via EBSCO. Access 
       restricted to current Rider University students, faculty, 
       and staff. 
856 42 |3Instructions for reading/downloading the EBSCO version 
       of this eBook|uhttp://guides.rider.edu/ebooks/ebsco 
901    MARCIVE 20231220 
948    |d20190507|cEBSCO|tEBSCOebooksacademic NEW 4-5-19 7552
       |lridw 
994    92|bRID