TY  - BOOK
AU  - Jones,Stewart
AU  - Hensher,David A.
TI  - Advances in credit risk modelling and corporate bankruptcy prediction
T2  - Quantitative methods for applied economics and business research
SN  - 0521869285
AV  - HG4026 .A342 2008
U1  - 658.882 22
PY  - 2008///
CY  - Cambridge, U.K., New York
PB  - Cambridge University Press
KW  - Credit
KW  - Management
KW  - Risk management
KW  - Bankruptcy
KW  - Forecasting
N1  - Includes bibliographical references and index; 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
N2  - "This book provides a thorough compendium of the different modelling approaches available in the field, including several new techniques that extend the horizons of future research and practice. Models and techniques are illustrated with empirical examples and are accompanied by a careful explanation of model derivation issues. This practical and empirically based approach makes the book an ideal resource for all those concerned with credit risk and corporate bankruptcy, including academics, practitioners and regulators."--BOOK JACKET
UR  - http://www.loc.gov/catdir/enhancements/fy0834/2008017482-b.html
ER  -